Browse by Journal or other publication
Jump to: Article
Number of items: 2.
Article
Linton, O. and Pan, J. and Wang, H. (2010) Estimation for a non-stationary semi-strong GARCH(1,1) model with heavy-tailed errors. Econometric Theory, 26 (1). pp. 1-28. ISSN 0266-4666
Pan, Jiazhu and Wang, Hui and Yao, Qiwei (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23 (5). pp. 852-879. ISSN 0266-4666