Whittle estimation in a heavy-tailed GARCH(1,1) model
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Stochastic Processes and Their Applications |
| Volume | 100 |
| Issue number | 1-2 |
| Pages (from-to) | 187-222 |
| ISSN | 0304-4149 |
| Publication status | Published - 2002 |
ID: 79153