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Whittle estimation of ARCH models

Giraitis, Liudas and Robinson, Peter M. (2001) Whittle estimation of ARCH models. Econometric Theory, 17 (3). pp. 608-631. ISSN 1469-4360

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Identification Number: 10.1017/S0266466601173056
Item Type: Article
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Additional Information: Copyright © 2001 Cambridge University Press. LSE has developed LSE Research Online so that users may access research output of the School. Copyright © and Moral Rights for the papers on this site are retained by the individual authors and/or other copyright owners. Users may download and/or print one copy of any article(s) in LSE Research Online to facilitate their private study or for non-commercial research. You may not engage in further distribution of the material or use it for any profit-making activities or any commercial gain. You may freely distribute the URL ( of the LSE Research Online website.
Divisions: Economics
Subjects: H Social Sciences > HB Economic Theory
Sets: Collections > Economists Online
Departments > Economics
Date Deposited: 17 Feb 2008
Last Modified: 20 Feb 2019 07:38

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