Book chapter

On the ability of the power threshold GARCH model to capture the Taylor effect

Leite, J.

ISLA — Instituto Politécnico de Gestão e Tecnologia

Contributions in Statistics and Inference - Mathematical Texts (http://www.mat.uc.pt/%7Etextos/v47), 2015 Published by: DMUC

Work Link

Resume

Abstract

Abstract not provided by the author or the indexing source.

Publication Type Book chapter

Publication Year 2015

Journal / Conference / Work Contributions in Statistics and Inference - Mathematical Texts (http://www.mat.uc.pt/%7Etextos/v47)

ISBN 978-972-8564-51-3

Publisher DMUC

jleite@iscac.pt ID: 051E-6AE4-EFE3