ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
| Year of publication: |
2003
|
|---|---|
| Authors: | Ling, Shiqing ; Li, W.K. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 04, p. 541-564
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |