Asymptotics of the QMLE for General ARCH(q) Models

Dennnis Kristensen, Anders Rahbek

OriginalsprogEngelsk
UdgivelsesstedDepartment of Applied Mathematics and Statistics
Sider1-37
StatusUdgivet - 2005

Citationsformater

Kristensen, D., & Rahbek, A. (2005). Asymptotics of the QMLE for General ARCH(q) Models. (s. 1-37).