Asymptotics of the QMLE for a class of ARCH(q) models

Dennis Kristensen and Anders Rahbek

Year of publication:	Sept. 2002 ; [Elektronische Resource]
Other Persons:	Kristensen, Dennis (contributor) ; Rahbek, Anders (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	ARCH-Modell \| ARCH model \| Theorie \| Theory \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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