| Original language | English |
|---|---|
| Title of host publication | Theory and Applications of Long-Range Dependence |
| Place of Publication | Boston |
| Publisher | Birkhäuser Verlag |
| Publication date | 2003 |
| Pages | 439-460 |
| Publication status | Published - 2003 |
Long range dependence effects and ARCH modeling
Thomas Mikosch, Catalin Starica