I-TGARCH Models and Persistent Volatilities with Applications to Time Series in Korea |
Hong, S.Y.
(Department of Statistics, Sookmyung Women's University)
Choi, S.M. (Department of Statistics, Sookmyung Women's University) Park, J.A. (Department of Statistics, Sookmyung Women's University) Baek, J.S. (Department of Statistics, Sookmyung Women's University) Hwang, S.Y. (Department of Statistics, Sookmyung Women's University) |
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