Limit experiments of GARCH
Citation
Buchmann, B & Müller, G 2012, 'Limit experiments of GARCH', Bernoulli, vol. 18, no. 1, pp. 64-99.Year
2012ANU Authors
Field of Research
- Statistical Theory
Updated: 28 March 2024 / Responsible Officer: Director (Research Services Division) / Page Contact: Researchers