Asymptotic properties of augmented GARCH (1,1) sequences

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationPrague Stochastics 2006
Place of PublicationPrag
PublisherMATFYZPRESS
Pages407-417
ISBN (Print)80-86732-75-4
Publication statusPublished - 2006
EventPrague Stochastics 2006 - Prag, Czech Republic
Duration: 21 Aug 200625 Aug 2006

Conference

ConferencePrague Stochastics 2006
CountryCzech Republic
CityPrag
Period21/08/0625/08/06

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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