Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case. / Jensen, Søren Tolver; Rahbek, Anders.

In: Econometrica, Vol. 72, No. 2, 2004, p. 641-646.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Jensen, ST & Rahbek, A 2004, 'Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case', Econometrica, vol. 72, no. 2, pp. 641-646.

APA

Jensen, S. T., & Rahbek, A. (2004). Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case. Econometrica, 72(2), 641-646.

Vancouver

Jensen ST, Rahbek A. Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case. Econometrica. 2004;72(2):641-646.

Author

Jensen, Søren Tolver ; Rahbek, Anders. / Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case. In: Econometrica. 2004 ; Vol. 72, No. 2. pp. 641-646.

Bibtex

@article{82f7b1b074c211dbbee902004c4f4f50,

title = "Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case",

author = "Jensen, {S{\o}ren Tolver} and Anders Rahbek",

year = "2004",

language = "English",

volume = "72",

pages = "641--646",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell",

number = "2",

}

RIS

TY - JOUR

T1 - Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

AU - Jensen, Søren Tolver

AU - Rahbek, Anders

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 72

SP - 641

EP - 646

JO - Econometrica

JF - Econometrica

SN - 0012-9682

IS - 2

ER -

ID: 76777