Asymptotics of the QMLE for a class of ARCH(q) models
Dennis Kristensen; Anders Rahbek
| Year of publication: |
2005
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|---|---|
| Authors: | Kristensen, Dennis ; Rahbek, Anders |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 5, p. 946-961
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| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003101947