Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Emma M. Iglesias
| Year of publication: |
2006
|
|---|---|
| Authors: | Iglesias, Emma M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 93.2006, 2, p. 261-266
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| Subject: | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10003391936