scientific article; zbMATH DE number 2067826

zbMATH Open1042.62085MaRDI QIDQ4464402

Zhengkai Li, Weijie Yao, Ji-Chun Liu

Publication date: 27 May 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

stable Paretian distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility

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