On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
Work
Year: 1997
Type: article
Authors Shiqing Ling, W. K. Li
Institution University of Hong Kong
Cites:
Cited by: 49
Related to: 10
FWCI:
Citation percentile (by year/subfield): 84.42
Subfield: Finance
Domain: Social Sciences
Open Access status: closed