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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"University of Exeter / Department of Economics"
~person:"Rahbek, Anders"
~subject:"Maximum likelihood estimation"
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Centre for Analytical Finance <Århus>
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Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
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[Elektronische Resource]
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