Stationary arch models: Dependence structure and central limit theorem

Econometric Theory

Volumn 16, Issue 1, 2000, Pages 3-22

  Giraitis, Liudas ^a   Kokoszka, Piotr ^b   Leipus, Remigijus ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034395874     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600161018     Document Type: Article

References (23)

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