On convergence of the QMLE for misspecified GARCH models

Original language	English
Journal	Journal of Time Series Econometrics
Volume	2
Issue number	1
Number of pages	29
ISSN	2194-6507
DOIs	https://doi.org/10.2202/1941-1928.1034
Publication status	Published - 2010

Access to Document

@article{9549cc30b02e11df825b000ea68e967b,

title = "On convergence of the QMLE for misspecified GARCH models",

author = "Anders Tolver and Theis Lange",

year = "2010",

doi = "10.2202/1941-1928.1034",

language = "English",

volume = "2",

journal = "Journal of Time Series Econometrics",

issn = "2194-6507",

publisher = "De Gruyter",

number = "1",

}