Asymptotics of the QMLE for a class of ARCH(q) models
Year of publication: |
2005
|
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Authors: | Kristensen, Dennis ; Rahbek, Anders |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 5, p. 946-961
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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