Mele, Antonio and Fornari, Fabio (1997) Weak convergence and distributional assumptions for a general class of nonliner arch models. Econometric reviews, 16 (2). pp. 205-227. ISSN 0747-4938
| Item Type: | Article |
|---|---|
| Official URL: | http://www.informaworld.com/0747-4938 |
| Additional Information: | © 1997 Taylor & Francis Inc. |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/19600/ |
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