High Moment Partial Sum Processes of Residuals in GARCH...

The Annals of Statistics 2005 / 10 Vol. 33; Iss. 5

High Moment Partial Sum Processes of Residuals in GARCH Models and Their Applications

Reg Kulperger and Hao Yu
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Volume:
33
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/3448645
Date:
October, 2005
File:
PDF, 1.81 MB
english, 2005
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