Inference in ARCH and GARCH Models with Heavy-Tailed Errors
| Year of publication: |
2003
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| Authors: | Hall, Peter ; Yao, Qiwei |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 71.2003, 1, p. 285-318
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