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~isPartOf:"Economics letters"
~person:"Arvanitis, Stelios"
~person:"Chong, Carsten"
~person:"Davies, Robert"
~person:"Leitner, Johannes"
~person:"Tauchen, George Eugene"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"high-frequency data"
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Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
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