Items where Author is "Díaz Hernández, Adán"
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.
Article
Díaz Hernández, Adán and Constantinou, Nick (2011) A Multiple Regime Nonlinear Asymmetric AR(p)-GARCH(1,1) Model. SSRN Electronic Journal. DOI https://doi.org/10.2139/ssrn.1716809 (In Press)