Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
Preprint, 1998

Author

Thomas Mikosch

Catalin Starica

University of Gothenburg

Department of Mathematics

Other publications Research

Subject Categories

Probability Theory and Statistics

Department of Mathematics, Chalmers University of Technology and Göteborg University

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Created

10/7/2017

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