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検索結果 9 件

Regression Quantiles for Unstable Autoregressive Models

Regression Quantiles for Unstable Autoregressive Models
紙文書・図像類
Ling, Shiqing, Michael, McAleer日本経済国際共同センター2003-03Discussion paper series. CIRJE-F2003-CF-205
全国の図書館
  • 著者標目Ling, Shiqing Michael, McAleer

Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors : Theory and Monte Carlo Evidence

Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors : Theory and Monte Carlo Evidence
紙文書・図像類
Ling, Shiqing, W., K. Li, Michael, McAleer日本経済国際共同センター2003-03Discussion paper series. CIRJE-F2003-CF-207
全国の図書館
  • 著者標目Ling, Shiqing W., K. Li Michael, McAleer

Asymptotic Theory for a Vector ARMA-GARCH Model

Asymptotic Theory for a Vector ARMA-GARCH Model
紙文書・図像類
Ling, Shiqing, McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-07Institute of Social and Economic Research Discussion Papers549
全国の図書館
  • 著者標目Ling, Shiqing McAleer, Michael

On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors

On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors
紙文書・図像類
Ling, Shiqing, McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-07Institute of Social and Economic Research Discussion Papers548
全国の図書館
  • 著者標目Ling, Shiqing McAleer, Michael

Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models

Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models
紙文書・図像類
Ling, Shiqing, McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-04Institute of Social and Economic Research Discussion Papers534
全国の図書館
  • 著者標目Ling, Shiqing McAleer, Michael

Stationarity and the Existence of Moments of a Family of GARCH Processes

Stationarity and the Existence of Moments of a Family of GARCH Processes
紙文書・図像類
Ling, Shiqing, McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-04Institute of Social and Economic Research Discussion Papers535
全国の図書館
  • 著者標目Ling, Shiqing McAleer, Michael

Regression Quantiles for Unstable Autoregressive Models

Regression Quantiles for Unstable Autoregressive Models
紙文書・図像類
Ling, Shiqing, McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-02Institute of Social and Economic Research Discussion Papers526
全国の図書館
  • 著者標目Ling, Shiqing McAleer, Michael

A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors

A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
紙文書・図像類
Li, W. K., Ling, Shiqing, McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-06Institute of Social and Economic Research Discussion Papers545
全国の図書館
  • 著者標目Li, W. K. Ling, Shiqing McAleer, Michael

Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors : Theory and Monte Carlo Evidence

Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors : Theory and Monte Carlo Evidence
紙文書・図像類
Ling, Shiqing, Li, W. K., McAleer, MichaelThe Institute of Social and Economic Research, Osaka University2001-06Institute of Social and Economic Research Discussion Papers544
全国の図書館
  • 著者標目Ling, Shiqing Li, W. K. McAleer, Michael

検索結果は以上です。