Inconsistency of the MLE and inference based on weighted LS for LARCH models
| Year of publication: |
2010
|
|---|---|
| Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 159.2010, 1, p. 151-166
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