AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
| Year of publication: |
2010
|
|---|---|
| Authors: | Andrews, Donald W.K. ; Guggenberger, Patrik |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 26.2010, 2, p. 406-426
|