"Confidence Intervals for the Autocorrelations of the Squares of GARCH ..."

Piotr Kokoszka, Gilles Teyssière, Aonan Zhang (2004)

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DOI: 10.1007/978-3-540-25944-2_107

access: closed

type: Conference or Workshop Paper

metadata version: 2020-10-25

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Piotr Kokoszka, Gilles Teyssière, Aonan Zhang:
Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences. International Conference on Computational Science 2004: 827-834

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