Estimation and Asymptotic Inference in the AR-ARCH Model
| Year of publication: |
2011
|
|---|---|
| Authors: | Lange, Theis ; Rahbek, Anders ; Jensen, Sren Tolver |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 30.2011, 2, p. 129-154
|