Asomptotic Inference for Nonstationary Garch

Research output: Contribution to journalJournal articleResearchpeer-review

Søren Tolver Jensen, Anders Rahbek

Original languageEnglish
JournalEconometric Theory
Volume20
Issue number6
Pages (from-to)1203-1226
ISSN0266-4666
Publication statusPublished - 2004

ID: 74875