%0 Journal Article
%T Subsampling Inference for the Autocorrelations of GARCH Processes
%A McElroy,, Tucker
%A Jach,, Agnieszka
%J Journal of Financial Econometrics
%V 17
%N 3
%@ 1479-8409
%D 2019-06-01
%I Oxford University Press
%~ DeepDyve