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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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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
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Inference in ARCH and GARCH models with heavy-tailed errors
Hall, Peter
;
Yao, Qiwei
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 285-317
Persistent link: https://www.econbiz.de/10001731116
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Inference in ARCH and GARCH Models with Heavy-Tailed Errors
Hall, Peter
;
Yao, Qiwei
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 285-318
Persistent link: https://www.econbiz.de/10006764274
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