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Asymptotic normality of the QMLE in the
level-effect
ARCH model
Dahl, Christian M.
;
Iglesias, Emma M.
-
School of Economics and Management, University of Aarhus
-
2010
In this paper consistency and asymptotic normality of the quasi maximum like-lihood estimator in the
level-effect
ARCH …
Persistent link: https://www.econbiz.de/10008509121
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