9 citations · 9 across the 1 of their papers we have counts for
1 paper
Istvan Berkes, Lajos Horvath, Piotr Kokoszka
Motivated by regularities observed in time series of returns on speculative assets, we develop an asymptotic theory of GARCH(1,1) processes {y_k} defined by the equations y_k=σ_kε_…