Limit experiments of GARCH

Bernoulli 2012 / 02 Vol. 18; Iss. 1

Limit experiments of GARCH

Buchmann, Boris, Müller, Gernot
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Volume:
18
Language:
english
Journal:
Bernoulli
DOI:
10.3150/10-BEJ328
Date:
February, 2012
File:
PDF, 362 KB
english, 2012
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