Recent theoretical results for time series models with GARCH errors

Journal of Economic Surveys

Volumn 16, Issue 3, 2002, Pages 245-269

  Li, W K ^a,b   Ling, Shiqing ^a,b   McAleer, Michael ^a,b  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL ANALYSIS; TIME SERIES;

EID: 0036077158     PISSN: 09500804     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-6419.00169     Document Type: Article

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