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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| Item Type: | Article |
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| Official URL: | http://uk.cambridge.org/journals/ect/ |
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| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Sets: | Collections > Economists Online Departments > Economics |
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| URL: | http://eprints.lse.ac.uk/316/ |
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