A FUNCTIONAL VERSION OF THE ARCH MODEL
| Year of publication: |
2012
|
|---|---|
| Authors: | Hörmann, Siegfried ; Horváth, Lajos ; Reeder, Ron |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 2 (6.7.), p. 267-288
|