On Asymptotic Theory for ARCH (infinity) Models

Christian Hafner and Arie Preminger

No 2017041, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2017-01-01
Note: In : Journal of Time Series Analysis, vol. 38, p. 865-879 (2017)
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Related works:
Working Paper: On asymptotic theory for ARCH(infinite) models (2017)
Working Paper: On asymptotic theory for ARCH([infinite]) models (2017)
Working Paper: On Asymptotic Theory for ARCH(infinite) Models (2016)
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