Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Year of publication: |
2006
|
---|---|
Authors: | Iglesias, Emma M. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 93.2006, 2, p. 261-266
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory |
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