Probabilistic and statistical properties of GARCH processes

István Berkes, Lajos Horváth, Piotr Kokoszka

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationAsymptotic methods in stochastics: Festschrift for Miklós Csörgö
EditorsLajos Horváth, Barbara Szyszkowicz
PublisherAmerican Mathematical Society
ISBN (Print)0-8218-3561-0
Publication statusPublished - 2004

Publication series

NameFields Institute communications
PublisherAmerican Mathematical Soc.

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