Location of Repository

Stationary ARCH models: dependence structure and central limit theorem

By Liudas Giraitis, Piotr Kokoszka and Remigijus Leipus
Topics: HB Economic Theory
Publisher: Cambridge University Press
Year: 2000
DOI identifier: 10.1017/S0266466600161018
OAI identifier: oai:eprints.lse.ac.uk:7171
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://journals.cambridge.org/... (external link)
  • http://eprints.lse.ac.uk/7171/ (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.