Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation
Emma M. Iglesias
| Year of publication: |
2009
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| Authors: | Iglesias, Emma M. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 13.2009, 2, p. 1-28
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| Type of publication: | Article |
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| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1592 [DOI] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009949948