Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

Søren Tolver Jensen, Anders Rahbek

87 Citationer (Scopus)
OriginalsprogEngelsk
TidsskriftEconometrica
Vol/bind72
Udgave nummer2
Sider (fra-til)641-646
ISSN0012-9682
StatusUdgivet - 2004

Citationsformater

Jensen, S. T., & Rahbek, A. (2004). Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case. Econometrica, 72(2), 641-646.