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~institution:"Institute of Economic Research, Kyoto University"
~person:"McAleer, Michael"
~subject:"asymptotic theory"
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McAleer, Michael
Chan, Felix
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Institute of Economic Research, Kyoto University
Department of Economics and Finance, College of Business and Economics
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
Institute of Economic Research, Kyoto University
-
2010
become increasingly popular in the
economics
and finance literature. However, much of the research has concentrated on the …
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