Stability of random coefficient ARCH models and aggregation schemes
| Year of publication: |
2004
|
|---|---|
| Authors: | Kazakevicius, Vytautas ; Leipus, Remigijus ; Viano, Marie-Claude |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 120.2004, 1, p. 139-158
|