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
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