Stationary ARCH models: dependence structure and central limit theorem

Giraitis, Liudas; Kokoszka, Piotr; and Leipus, Remigijus (2000) Stationary ARCH models: dependence structure and central limit theorem Econometric Theory, 16 (1). pp. 3-22. ISSN 0266-4666

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Item Type	Article
Departments	STICERD
DOI	10.1017/S0266466600161018
Date Deposited	26 Nov 2008 16:07
URI	https://researchonline.lse.ac.uk/id/eprint/7171

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Giraitis, Liudas
Kokoszka, Piotr
Leipus, Remigijus

HB Economic Theory

http://journals.cambridge.org/action/displayJourna... (Official URL)

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