Asomptotic Inference for Nonstationary Garch
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Econometric Theory |
| Volume | 20 |
| Issue number | 6 |
| Pages (from-to) | 1203-1226 |
| ISSN | 0266-4666 |
| Publication status | Published - 2004 |
ID: 74875