Lee, Oesook; Kim, Jooyoung Asymptotics for semi-strong augmented GARCH(1,1) model. (English) Zbl 07613942 Commun. Stat., Theory Methods 51, No. 23, 8093-8109 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{O. Lee} and \textit{J. Kim}, Commun. Stat., Theory Methods 51, No. 23, 8093--8109 (2022; Zbl 07613942) Full Text: DOI
Lee, Oesook; Lee, Jungwha The functional central limit theorem for the multivariate MS-ARMA-GARCH model. (English) Zbl 1311.62146 Econ. Lett. 125, No. 3, 331-335 (2014). MSC: 62M10 60F17 60J10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{J. Lee}, Econ. Lett. 125, No. 3, 331--335 (2014; Zbl 1311.62146) Full Text: DOI
Lee, O. Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes. (English) Zbl 1306.60024 J. Korean Stat. Soc. 43, No. 3, 393-401 (2014). MSC: 60F17 60F05 60G10 62M10 PDFBibTeX XMLCite \textit{O. Lee}, J. Korean Stat. Soc. 43, No. 3, 393--401 (2014; Zbl 1306.60024) Full Text: DOI
Lee, O. The functional central limit theorem for ARMA-GARCH processes. (English) Zbl 1288.60042 Econ. Lett. 121, No. 3, 432-435 (2013). MSC: 60F17 62M10 60G10 PDFBibTeX XMLCite \textit{O. Lee}, Econ. Lett. 121, No. 3, 432--435 (2013; Zbl 1288.60042) Full Text: DOI
Lee, O.; Shin, D. W. On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models. (English) Zbl 1125.62335 Stat. Probab. Lett. 73, No. 1, 25-35 (2005). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Stat. Probab. Lett. 73, No. 1, 25--35 (2005; Zbl 1125.62335) Full Text: DOI
Lee, Oesook; Shin, Dong Wan Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility. (English) Zbl 1254.91674 Econ. Lett. 84, No. 2, 167-173 (2004). MSC: 91B84 62M10 91B82 60G10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 84, No. 2, 167--173 (2004; Zbl 1254.91674) Full Text: DOI