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

Research output: Contribution to journalJournal articleResearchpeer-review

Søren Tolver Jensen, Anders Rahbek

Original languageEnglish
JournalEconometrica
Volume72
Issue number2
Pages (from-to)641-646
ISSN0012-9682
Publication statusPublished - 2004

ID: 76777