Empirical process of the squared residuals of an ARCH sequence
Year of publication: |
1999
|
---|---|
Authors: | Horvath, Lajos ; Kokoszka, Piotr ; Teyssière, Gilles |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | ARCH model | empirical process | squared residuals |
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