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Search: subject:"exponential Chi-squared"
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An
Exponential
Chi-Squared
QMLE for Log-GARCH Models Via the ARMA Representation
Francq, Christian
;
Sucarrat, Genaro
-
Volkswirtschaftliche Fakultät, …
-
2013
established results in the ARMA literature. We propose an
exponential
Chi-squared
QMLE for log-GARCH models via the ARMA …
Persistent link: https://www.econbiz.de/10011112442
Saved in:
2
An
exponential
Chi-squared
QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
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