Stationary and memory of ARCH($∊fnty$) models

Zaffaroni, Paolo . Econometric Theory 2004. 20 (1) :147-160

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Bibtex

@article{CIS-188470,
  Author = {Zaffaroni, Paolo},
  Title = {Stationary and memory of ARCH($∊fnty$) models},
  Journal = {Econometric Theory},
  Volume = {20},
  Number = {1},
  Year = {2004},
  Pages = {147--160},
  Keywords = {Time series analysis}
}

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