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subject:"Germany"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Ohtani, Kazuhiro"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Theory"
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Ohtani, Kazuhiro
Zakoïan, Jean-Michel
Andrews, Donald W. K.
18
Newey, Whitney K.
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Horowitz, Joel
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Robinson, Peter M.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of econometrics
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Economics letters
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Kobe University economic review
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CORE discussion paper : DP
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Discussion paper / Department of Economics, University of Canterbury
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
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Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
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Handbook of financial time series
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Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
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