Higher-order asymptotic properties of QML in β-ARCH and μ-ARCH models
| Year of publication: |
2006
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|---|---|
| Authors: | Iglesias, Emma M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 93.2006, 2, p. 261-266
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