Project Details
Chinese Project Title
TGARCH (p, q) 模型的检验和估计
| Status | Finished |
|---|---|
| Effective start/end date | 1/01/17 → 31/12/19 |
Fingerprint
Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
Research output
- 1 Journal Article
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Inference in heavy-tailed vector error correction models
She, R. & Ling, S., Feb 2020, In: Journal of Econometrics. 214, 2, p. 433-450 18 p.Research output: Contribution to journal › Journal Article › peer-review
6 Link opens in a new tab Citations (Scopus)