Asymptotics of the QMLE for a class of ARCH(q) models

Econometric Theory

Volumn 21, Issue 5, 2005, Pages 946-961

  Kristensen, Dennis ^a   Rahbek, Anders ^b  

^a UNIVERSITY OF WISCONSIN   (United States)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644632523     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466605050474     Document Type: Article

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