ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
| Year of publication: |
2005
|
|---|---|
| Authors: | Kristensen, Dennis ; Rahbek, Anders |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 05, p. 946-961
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |