Nonlinearity of ARCH and stochastic and volatility models and Bartlett's formula

Piotr S. Kokoszka,Dimitris N. Politis

You are going to download a free article

The page contains information about the rules of downloading free articles from the database. Click on the link below to download the file in PDF format.


Download article

This article

Probability and Mathematical Statistics

31, z. 1, 2011

Pages from 47 to 59

Other articles by author

Google Scholar


Your cart (products: 0)

No products in cart

Your cart Checkout