ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS
| Year of publication: |
2014
|
|---|---|
| Authors: | Truquet, Lionel |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 30.2014, 06, p. 1165-1206
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |