000 | 00589nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aHui, Yer Van and Jiang, Jiancheng | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aRobust modelling of DTARCH models | ||
246 |
_aJ5710 _f2005 |
||
260 | _c2005 | ||
300 |
_bV. 08 _cIssue. 2 _a143-158 |
||
366 | _b2005 | ||
366 | _bJuly | ||
650 | _aEconometrics | ||
653 | _aConditional heteroskedasticity;Double threshold;Median regression;Model diagnostic checking;Robust portmanteau statistic; | ||
942 | _cJA | ||
999 |
_c42649 _d42649 |