Estimation and strict stationarity testing of ARCH processes based on weighted least squares
Crossref DOI link: https://doi.org/10.3103/S106653071402001X
Published Online: 2014-06-25
Published Print: 2014-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aknouche, A.
Text and Data Mining valid from 2014-04-01
Version of Record valid from 2014-04-01
Article History
Received: 15 January 2014
Accepted: 4 May 2014
First Online: 25 June 2014