Stationary ARCH models : dependence structure and central limit theorem
Liudas Giraitis; Piotr Kokoszka; Remigijus Leipus
| Year of publication: |
2000
|
|---|---|
| Authors: | Giraitis, Liudas ; Kokoszka, Piotr ; Leipus, Remigijus |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 1, p. 3-22
|
| Subject: | ARCH-Modell | ARCH model | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001568487