Long run behaviour of the autocovariance function of ARCH() models

DOI10.1016/J.JMAA.2012.03.021MaRDI QIDQ429271zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, John A. Daniels

Publication date 19 June 2012

Published in Lua error in package.lua at line 80: module 'SPARQL' not found. (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.5440

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Lua error in package.lua at line 80: module 'SPARQL' not found.

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