LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS
| Year of publication: |
2001
|
|---|---|
| Authors: | Horv th, Lajos ; Kokoszka, Piotr |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 02, p. 283-295
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |