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ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS - MaRDI portal

ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967)

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scientific article; zbMATH DE number 6993498
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English
ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
scientific article; zbMATH DE number 6993498

    Statements

    title
    ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (English)
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    author
    Lajos Horváth
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    István Berkes
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    Piotr S. Kokoszka
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    publication date
    14 December 2018
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F12
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    62E20
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    zbMATH DE Number
    6993498
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    OpenAlex ID
    W2115947104
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