Asymptotics of the QMLE for a Class of ARCH(q) Models
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Econometric Theory |
Volume | 21 |
Issue number | 5 |
Pages (from-to) | 946-961 |
ISSN | 0266-4666 |
Publication status | Published - 2005 |
ID: 72689