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Others: On a rescaled fractionally integrated GARCH model

TitleOn a rescaled fractionally integrated GARCH model
Authors
Li, MLi, WKLi, G
Issue Date2012
PublisherDepartment of Statistics & Actuarial Science, The University of Hong Kong.
Citation
Li, M, Li, WK & Li, G (2012). On a rescaled fractionally integrated GARCH model, Serial No. 499. Hong Kong: Department of Statistics & Actuarial Science, The University of Hong Kong How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/258011

 

DC FieldValueLanguage
dc.contributor.authorLi, M-
dc.contributor.authorLi, WK-
dc.contributor.authorLi, G-
dc.date.accessioned2018-08-21T09:03:42Z-
dc.date.available2018-08-21T09:03:42Z-
dc.date.issued2012-
dc.identifier.citationLi, M, Li, WK & Li, G (2012). On a rescaled fractionally integrated GARCH model, Serial No. 499. Hong Kong: Department of Statistics & Actuarial Science, The University of Hong Kong-
dc.identifier.urihttp://hdl.handle.net/10722/258011-
dc.languageeng-
dc.publisherDepartment of Statistics & Actuarial Science, The University of Hong Kong.-
dc.titleOn a rescaled fractionally integrated GARCH model-
dc.typeOthers-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.authorityLi, G=rp00738-
dc.identifier.hkuros212504-
dc.identifier.volumeSerial No. 499-
dc.identifier.spage1-
dc.identifier.epage30-
dc.publisher.placeHong Kong-

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