ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
| Year of publication: |
2003
|
|---|---|
| Authors: | Berkes, Istv n ; Horv th, Lajos ; Kokoszka, Piotr |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 04, p. 565-586
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |