First-order asymptotic theory for parametric misspecification tests of GARCH models
Year of publication: |
2009
|
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Authors: | Halunga, Andreea G. ; Orme, Chris D. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 2, p. 364-410
|
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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