Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Econometrica |
| Volume | 72 |
| Issue number | 2 |
| Pages (from-to) | 641-646 |
| ISSN | 0012-9682 |
| Publication status | Published - 2004 |
ID: 76777