Long memory and asymmetry in conditional variance models

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Hwang, Yeongil

Date: 1998

Subjects: Analysis of variance--Mathematical models
Economics, Mathematical

Program of Study: Economics

Degree Level: Doctoral

Language: English

Pages: ix, 99 pages

Permalink: https://doi.org/doi:10.25335/g7je-jd12