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- Title:
Testing for reduction to random walk in autoregressive conditional heteroscedasticity models.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Klüppelberg, C., Maller R.A., Van De Vyver M., Wee D.
- Journal title:
- The Econometrics Journal
- Year:
- 2002
- Journal volume:
- 5
- Journal issue:
- 2
- Pages contribution:
- 387-416
- Language:
- en
- Fulltext / DOI:
- doi:10.1111/1368-423X.t01-1-00090
- Status:
- Verlagsversion / published
- Copyright statement:
- Copyright is held by the Royal Economic Society, but is made available on this site for personal use free of charge by permission of the Society.
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX