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Asymptotics of the QMLE for a Class of ARCH(q) Models
Econometric Theory (2005)
  • Dennis Kristensen, Columbia University
  • Anders Rahbek, University of Copenhagen
Disciplines
Publication Date
2005
Citation Information
Dennis Kristensen and Anders Rahbek. "Asymptotics of the QMLE for a Class of ARCH(q) Models" Econometric Theory (2005)
Available at: http://works.bepress.com/dennis_kristensen/7/