Weak convergence and distributional assumptions for a general class of nonliner arch models
Mele, Antonio; and Fornari, Fabio
(1997)
Weak convergence and distributional assumptions for a general class of nonliner arch models.
Econometric Reviews, 16 (2).
pp. 205-227.
ISSN 0747-4938
| Item Type | Article |
|---|---|
| Departments |
Financial Markets Group STICERD |
| DOI | 10.1080/07474939708800382 |
| Date Deposited | 18 Jul 2008 09:57 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19600 |