The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model
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- Diongue, Abdou Kâ & Guégan, Dominique, 2007. "The stationary seasonal hyperbolic asymmetric power ARCH model," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1158-1164, June.
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- repec:eee:ecolet:v:162:y:2018:i:c:p:107-111 is not listed on IDEAS
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KeywordsAsymmetry; Stationary solution; Hyperbolic distribution; Aparch model; Seasonality; Persistence;
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