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