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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001777176