Record number :
144990
Title of article :
Unobserved component models with asymmetric conditional variances
Author/Authors :
Carmen Broto، نويسنده , , Esther Ruiz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
21
From page :
2146
To page :
2166
Keywords :
Structural timeseries models , Auxiliary residuals , Leverage effect , inflation , Financial series , GARCH , QARCH
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Link To Document :
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