Asymptotics of the QMLE for General ARCH(q) Models

Research output: Working paper › Research

Standard

Asymptotics of the QMLE for General ARCH(q) Models. / Kristensen, Dennnis; Rahbek, Anders.

Department of Applied Mathematics and Statistics, 2005. p. 1-37.

Research output: Working paper › Research

Harvard

Kristensen, D & Rahbek, A 2005 'Asymptotics of the QMLE for General ARCH(q) Models' Department of Applied Mathematics and Statistics, pp. 1-37.

APA

Kristensen, D., & Rahbek, A. (2005). Asymptotics of the QMLE for General ARCH(q) Models. (pp. 1-37).

Vancouver

Kristensen D, Rahbek A. Asymptotics of the QMLE for General ARCH(q) Models. Department of Applied Mathematics and Statistics. 2005, p. 1-37.

Author

Kristensen, Dennnis ; Rahbek, Anders. / Asymptotics of the QMLE for General ARCH(q) Models. Department of Applied Mathematics and Statistics, 2005. pp. 1-37

Bibtex

@techreport{59e4c7b074c011dbbee902004c4f4f50,
title = "Asymptotics of the QMLE for General ARCH(q) Models",
author = "Dennnis Kristensen and Anders Rahbek",
year = "2005",
language = "English",
pages = "1--37",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Asymptotics of the QMLE for General ARCH(q) Models

AU - Kristensen, Dennnis

AU - Rahbek, Anders

PY - 2005

Y1 - 2005

M3 - Working paper

SP - 1

EP - 37

BT - Asymptotics of the QMLE for General ARCH(q) Models

CY - Department of Applied Mathematics and Statistics

ER -

ID: 44508