Stationarity and functional central limit theorem for ARCH(∞) models
2021 ◽
Vol 32
(2)
◽
pp. 417-426
2007 ◽
Vol 117
(8)
◽
pp. 1137-1164
◽
1993 ◽
Vol 44
(2)
◽
pp. 314-320
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1981 ◽
Vol 25
(4)
◽
pp. 667-688
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2016 ◽
Vol 26
(6)
◽
pp. 3659-3698
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2020 ◽
Vol 130
(8)
◽
pp. 4892-4909