Long range dependence effects and ARCH modeling
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | Theory and Applications of Long-Range Dependence |
| Place of Publication | Boston |
| Publisher | Birkhäuser Verlag |
| Publication date | 2003 |
| Pages | 439-460 |
| Publication status | Published - 2003 |
ID: 62477