Weak convergence and distributional assumptions for a general class of nonliner arch models
Mele, A. & Fornari, F.
(1997).
Weak convergence and distributional assumptions for a general class of nonliner arch models.
Econometric Reviews,
16(2), 205-227.
https://doi.org/10.1080/07474939708800382
| Item Type | Article |
|---|---|
| Copyright holders | © 1997 Taylor & Francis Inc. |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD |
| DOI | 10.1080/07474939708800382 |
| Date Deposited | 18 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19600 |
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- https://www.scopus.com/pages/publications/85071345010 (Scopus publication)
- http://www.informaworld.com/0747-4938 (Official URL)