GARCH processes: sturcture and estimation

István Berkes, Lajos Horváth, Piotr Kokoszka

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)201-227
JournalBernoulli
Volume9
Issue number2
Publication statusPublished - 2003

Cite this

Berkes, I., Horváth, L., & Kokoszka, P. (2003). GARCH processes: sturcture and estimation. Bernoulli, 9(2), 201-227.

GARCH processes: sturcture and estimation. / Berkes, István; Horváth, Lajos; Kokoszka, Piotr.

In: Bernoulli, Vol. 9, No. 2, 2003, p. 201-227.

Research output: Contribution to journalArticleResearchpeer-review

Berkes, I, Horváth, L & Kokoszka, P 2003, 'GARCH processes: sturcture and estimation' Bernoulli, vol. 9, no. 2, pp. 201-227.
Berkes I, Horváth L, Kokoszka P. GARCH processes: sturcture and estimation. Bernoulli. 2003;9(2):201-227.
Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr. / GARCH processes: sturcture and estimation. In: Bernoulli. 2003 ; Vol. 9, No. 2. pp. 201-227.
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