Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 62, No. 3 (Dec., 2000), pp. 433-447 (15 pages) This paper discusses an econometric technique based on optimal control theory which ...
The GARCH models are widely used to model various heavy tailed financial data with nonlinearity and heteroscedasticity structures. In this article, we propose a functional-coefficient regression model ...
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