A mathematical approach to detect the Taylor property in TARCH processes
type: Item
instance of: scholarly article
title: A mathematical approach to detect the Taylor property in TARCH processes
zbMATH Open document ID: 1156.62080
author: E. Gonçalves
author: J. Leite
author: N. Mendes-Lopes
published in: Statistics \& Probability Letters
publication date: 2009-03-20T00:00:00Z
full work available at URL: http://hdl.handle.net/10316/10046
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5530673
MaRDI profile type: Publication
OpenAlex ID: W2022450235
cites work: Empirical properties of asset returns: stylized facts and statistical issues
cites work: Q3279563
cites work: Properties of moments of a family of GARCH processes
cites work: Q5445942
cites work: Threshold heteroskedastic models
DOI: 10.1016/J.SPL.2008.10.006
description: scientific article; zbMATH DE number 5530673