Giraitis, Liudas and Robinson, Peter M.
(2001)
Whittle estimation of ARCH models.
Econometric Theory, 17
(3).
pp. 608-631.
ISSN 1469-4360
| Item Type: |
Article
|
| Official URL: |
http://uk.cambridge.org/journals/ect/ |
| 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 (http://eprints.lse.ac.uk) of the LSE Research Online website. |
| Library of Congress subject classification: |
H Social Sciences > HB Economic Theory |
| Sets: |
Collections > Economists Online
Departments > Economics |
| Date Deposited: |
17 Feb 2008 |
| URL: |
http://eprints.lse.ac.uk/316/ |
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