Stable limits of martingale transforms with application to the estimation of Garch parameters
Research output: Working paper › Research
| Original language | English |
|---|---|
| Place of Publication | Københavns Universitet |
| Publisher | H.C.Ø.-Tryk |
| Pages | 1-24 |
| ISBN (Print) | 87-7834-566-9 |
| Publication status | Published - 2003 |
ID: 159817