ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
| Year of publication: |
2003
|
|---|---|
| Authors: | Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 4, p. 565-586
|