ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH
| Year of publication: |
2004
|
|---|---|
| Authors: | Jensen, S ren Tolver ; Rahbek, Anders |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 06, p. 1203-1226
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |