Stationary ARCH models: dependence structure and central limit theorem
Giraitis, L., Kokoszka, P. & Leipus, R.
(2000).
Stationary ARCH models: dependence structure and central limit theorem.
Econometric Theory,
16(1), 3-22.
https://doi.org/10.1017/S0266466600161018
| Item Type | Article |
|---|---|
| Copyright holders | © 2000 Cambridge University Press |
| Departments | LSE > Research Centres > STICERD |
| DOI | 10.1017/S0266466600161018 |
| Date Deposited | 26 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7171 |
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