Open AccessAn Analysis of Categorical Time Series Driven by Clipping GARCH Processes
Author(s) -
Hyung-Wook Choi,
J.S. Baek,
S.Y. Hwan
Publication year - 2010
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2010.23.4.683
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , clipping (morphology) , categorical variable , series (stratigraphy) , econometrics , binary number , mathematics , time series , computer science , volatility (finance) , statistics , arithmetic , paleontology , linguistics , philosophy , biology