WHITTLE ESTIMATION OF ARCH MODELS
| Year of publication: |
2001
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 03, p. 608-631
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |