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Conference Paper: A new fractional IGARCH model

TitleA new fractional IGARCH model
Authors
Li, G
Issue Date2011
Citation
Workshop on Recent Advances in Nonlinear Time Series Analysis, National University of Singapore, Singapore, 7-18 February 2011  How to Cite?
DescriptionInvited speaker
Persistent Identifierhttp://hdl.handle.net/10722/241364

 

DC FieldValueLanguage
dc.contributor.authorLi, G-
dc.date.accessioned2017-06-08T07:39:32Z-
dc.date.available2017-06-08T07:39:32Z-
dc.date.issued2011-
dc.identifier.citationWorkshop on Recent Advances in Nonlinear Time Series Analysis, National University of Singapore, Singapore, 7-18 February 2011 -
dc.identifier.urihttp://hdl.handle.net/10722/241364-
dc.descriptionInvited speaker-
dc.languageeng-
dc.relation.ispartofWorkshop on Recent Advances in Nonlinear Time Series Analysis-
dc.titleA new fractional IGARCH model-
dc.typeConference_Paper-
dc.identifier.emailLi, G: gdli@hku.hk-
dc.identifier.authorityLi, G=rp00738-
dc.identifier.hkuros187380-

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