Asymptotics for GARCH squared residual correlations

István Berkes; Lajos Horváth; Piotr Kokoszka

Year of publication:	2003
Authors:	Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr
Published in:	Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 4, p. 515-540
Subject:	Schätztheorie \| Estimation theory \| ARCH-Modell \| ARCH model \| Korrelation \| Correlation \| Zeitreihenanalyse \| Time series analysis

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