Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834)

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Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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    title
    Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (English)
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    author
    Thomas Mikosch
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    Cătălin Stărică
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    publication date
    14 November 2002
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    Mathematics Subject Classification ID
    62M10
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    62P05
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    62E20
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    zbMATH DE Number
    1828990
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    OpenAlex ID
    W1594572042
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    cites work
    Q4726487
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    Q3333815
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    Q4151429
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    Q3771297
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    Q4301585
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    Q4298923
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    Q5783814
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