Limit results for the empirical process of squared residuals in GARCH models

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	271-298
Journal	Stochastic Processes and their Applications
Volume	105
Publication status	Published - 2003

Cite this

@article{308f7c0c1c444129b9d7a2f1b1f21ba8,

title = "Limit results for the empirical process of squared residuals in GARCH models",

author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",

year = "2003",

language = "English",

volume = "105",

pages = "271--298",

journal = "Stochastic Processes and their Applications ",

issn = "1879-209X",

publisher = "Elsevier B.V.",

}