Augmented GARCH sequences: Dependence structure and asymptotics

Bernoulli

Volumn 14, Issue 2, 2008, Pages 543-561

  Hörmann, Siegfried ^a  

^a UNIVERSITY OF UTAH   (United States)

Author keywords

Berry Esseen bounds; Empirical process; GARCH; Strong approximation; Weak invariance principles

Indexed keywords

EID: 48049104157     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ120     Document Type: Article

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