Asymptotics of the QMLE for a Class of ARCH(q) Models
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Asymptotics of the QMLE for a Class of ARCH(q) Models. / Kristensen, Dennis; Rahbek, Anders.
In: Econometric Theory, Vol. 21, No. 5, 2005, p. 946-961.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Kristensen, D & Rahbek, A 2005, 'Asymptotics of the QMLE for a Class of ARCH(q) Models', Econometric Theory, vol. 21, no. 5, pp. 946-961.
APA
Kristensen, D., & Rahbek, A. (2005). Asymptotics of the QMLE for a Class of ARCH(q) Models. Econometric Theory, 21(5), 946-961.
Vancouver
Kristensen D, Rahbek A. Asymptotics of the QMLE for a Class of ARCH(q) Models. Econometric Theory. 2005;21(5):946-961.
Author
Bibtex
@article{51ffd60074c211dbbee902004c4f4f50,
title = "Asymptotics of the QMLE for a Class of ARCH(q) Models",
author = "Dennis Kristensen and Anders Rahbek",
year = "2005",
language = "English",
volume = "21",
pages = "946--961",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "5",
}
RIS
TY - JOUR
T1 - Asymptotics of the QMLE for a Class of ARCH(q) Models
AU - Kristensen, Dennis
AU - Rahbek, Anders
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 21
SP - 946
EP - 961
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 5
ER -
ID: 72689