Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
| Year of publication: |
2004
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| Authors: | Jensen, Søren Tolver ; Rahbek, Anders |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 72.2004, 2, p. 641-646
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