Stationarity and memory of ARCH(∞) models
Year of publication: |
2004
|
---|---|
Authors: | Zaffaroni, Paolo |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 1, p. 147-160
|
Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory |
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