{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T12:49:13Z","timestamp":1791895753446,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2001,3,3]],"date-time":"2001-03-03T00:00:00Z","timestamp":983577600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,4]]},"abstract":"<jats:p>We develop asymptotic theory for linear statistics \nof sample autocorrelations of squared residuals from an \nARCH(<jats:italic>p<\/jats:italic>) model. Our results are valid for most \nestimators used in practice and do not depend on the \nassumption of normality of the errors; the existence \nof the fourth moment is required. In several special cases, \nwe identify the limit distributions as well-known functionals \nof a Brownian motion.<\/jats:p>","DOI":"10.1017\/s0266466601172014","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"283-295","source":"Crossref","is-referenced-by-count":14,"title":["LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(<i>p<\/i>) \nSQUARED RESIDUAL CORRELATIONS"],"prefix":"10.1017","volume":"17","author":[{"given":"Lajos","family":"Horv\u00e1th","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Piotr","family":"Kokoszka","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2001,3,3]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601172014","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T15:29:03Z","timestamp":1554737343000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601172014\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,3,3]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2001,4]]}},"alternative-id":["S0266466601172014"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601172014","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,3,3]]}}}