Stability of random coefficient ARCH models and aggregation schemes
Vytautas Kazakevičius; Remigijus Leipus; Marie-Claude Viano
| Year of publication: |
2004
|
|---|---|
| Authors: | Kazakevičius, Vytautas ; Leipus, Remigijus ; Viano, Marie-Claude |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 120.2004, 1, p. 139-158
|
| Subject: | ARCH-Modell | ARCH model | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001998915