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"RCA model with quadratic GARCH innovation distribution."

S. S. Appadoo, Aerambamoorthy Thavaneswaran, Saumen Mandal (2012)

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DOI: 10.1016/J.AML.2011.12.023

access: closed

type: Journal Article

metadata version: 2022-05-25

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S. S. Appadoo, Aerambamoorthy Thavaneswaran, Saumen Mandal:
RCA model with quadratic GARCH innovation distribution. Appl. Math. Lett. 25(10): 1452-1457 (2012)

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