Near-integrated GARCH sequences

István Berkes, Lajos Horváth, Piotr Kokoszka

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

Original language	English
Pages (from-to)	890-913
Journal	The Annals of Applied Probability
Volume	15
Issue number	1B
Publication status	Published - 2005

Cite this

@article{067d416acd0c454c94898132f6e4b49b,

title = "Near-integrated GARCH sequences",

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

year = "2005",

language = "English",

volume = "15",

pages = "890--913",

journal = "The Annals of Applied Probability",

issn = "2168-8737",

publisher = "Institute of Mathematical Statistics",

number = "1B",

}