application to a GARCH-model demonstrates the approach in practice by estimating actual rates of convergence through a large scale …The convergence of estimators, e.g. maximum likelihood estimators, for increasing sample size is well understood in … many cases. However, even when the rate of convergence of the estimator is known, practical application is hampered by the …

application to a GARCH-model demonstrates the approach in practice by estimating actual rates of convergence through a large scale …The convergence of estimators, e.g. maximum likelihood estimators, for increasing sample size is well understood in … many cases. However, even when the rate of convergence of the estimator is known, practical application is hampered by the …

This paper assesses the exchange rate convergence in selected euro-candidate countries using an alternative approach to … official exchange rate stability convergence criterion. We apply various versions of correlation analysis on daily returns and … implied GARCH volatility of nominal exchange rates of the euro, Czech koruna, Hungarian forint, Polish zloty, Romanian leu …

This paper assesses the exchange rate convergence in selected euro-candidate countries using an alternative approach to … official exchange rate stability convergence criterion. We apply various versions of correlation analysis on daily returns and … implied GARCH volatility of nominal exchange rates of the euro, Czech koruna, Hungarian forint, Polish zloty, Romanian leu …