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Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio - In: Econometric reviews 16 (1997) 2, pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
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Weak Convergence and Distributional Assumptions for a General Class of Nonlinear Arch Models
Fornari, F.; Mele, A. - In: Econometric reviews 16 (1997) 2, pp. 205-228
Persistent link: https://www.econbiz.de/10006924488