Cite
HARVARD Citation
McElroy, T. et al. (n.d.). Subsampling Inference for the Autocorrelations of GARCH Processes. Journal of financial econometrics. pp. 495-515. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
McElroy, T. et al. (n.d.). Subsampling Inference for the Autocorrelations of GARCH Processes. Journal of financial econometrics. pp. 495-515. [Online].