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Volumn 68, Issue 3, 2002, Pages 496-510

Further long memory properties of inflationary shocks

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0036003773     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/1061714     Document Type: Article
Times cited : (50)

References (26)
  • 11
  • 22
    • 0030364024 scopus 로고    scopus 로고
    • Consistency and asymptotic normality for the quasi maximum likelihood estimator in IGARCH(1,1) and covariance stationary GARCH(1,1) models
    • (1996) Econometrica , vol.64 , pp. 575-596
    • Lumsdaine, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.