Original language | English |
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Place of Publication | Department of Applied Mathematics and Statistics |
Pages | 1-37 |
Publication status | Published - 2005 |
Asymptotics of the QMLE for General ARCH(q) Models
Dennnis Kristensen, Anders Rahbek
Dennnis Kristensen, Anders Rahbek
Original language | English |
---|---|
Place of Publication | Department of Applied Mathematics and Statistics |
Pages | 1-37 |
Publication status | Published - 2005 |