ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
| Year of publication: |
2012
|
|---|---|
| Authors: | Avarucci, Marco ; Beutner, Eric ; Zaffaroni, Paolo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 3 (30.7.), p. 545-566
|