Asymptotics of the QMLE for Non-Linear ARCH Models
Year of publication: |
2009
|
---|---|
Authors: | Kristensen, Dennis ; Rahbek, Anders |
Published in: |
Journal of Time Series Econometrics. - De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 1.2009, 1
|
Publisher: |
De Gruyter |
Subject: | ARCH | non-linear | QMLE | asymptotic theory |
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