Asymptotics of the QMLE for a Class of ARCH(q) Models

34 Citationer (Scopus)

Citationsformater

@article{51ffd60074c211dbbee902004c4f4f50,

title = "Asymptotics of the QMLE for a Class of ARCH(q) Models",

author = "Dennis Kristensen and Anders Rahbek",

year = "2005",

language = "English",

volume = "21",

pages = "946--961",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "5",

}