Mikosch, T. and Straumann, D. (2002) Whittle estimation in a heavy-tailed GARCH(1,1) model. Stoch. Proc. Appl., to appear. Home/Search Document Not in Database Summary Related Articles Check |
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Non-Stationarities in Financial Time Series, the Long Range.. - Mikosch, Starica (2002) Self-citation (Mikosch) (Correct)
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Mikosch, T. and Straumann, D. (2002) Whittle estimation in a heavy-tailed GARCH(1,1) model. Stoch. Proc. Appl., to appear.
Changes of Structure in Financial Time Series and the GARCH.. - Mikosch, Starica (2002) Self-citation (Mikosch) (Correct)
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Mikosch, T. and Straumann, D. (2002) Whittle estimation in a heavy-tailed GARCH(1,1) model. Stoch. Proc. Appl., to appear.
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