Weak convergence and distributional assumptions for a general class of nonliner arch models

Fabio Fornari () and Antonio Mele

Econometric Reviews, 1997, vol. 16, issue 2, 205-227

Keywords: non linear ARCH; continuous record asymptotics; stochastic volatility; option pricing theory, (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1080/07474939708800382

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