Asymptotics of the QMLE for a class of ARCH(q) models

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Standard

Asymptotics of the QMLE for a class of ARCH(q) models. / Kristensen, Dennis; Rahbek, Anders.

København, 2002. p. 1-30.

Research output: Working paper › Research

Harvard

Kristensen, D & Rahbek, A 2002 'Asymptotics of the QMLE for a class of ARCH(q) models' København, pp. 1-30.

APA

Kristensen, D., & Rahbek, A. (2002). Asymptotics of the QMLE for a class of ARCH(q) models. (pp. 1-30).

Vancouver

Kristensen D, Rahbek A. Asymptotics of the QMLE for a class of ARCH(q) models. København. 2002, p. 1-30.

Author

Kristensen, Dennis ; Rahbek, Anders. / Asymptotics of the QMLE for a class of ARCH(q) models. København, 2002. pp. 1-30

Bibtex

@techreport{682a0a1074c011dbbee902004c4f4f50,
title = "Asymptotics of the QMLE for a class of ARCH(q) models",
author = "Dennis Kristensen and Anders Rahbek",
year = "2002",
language = "English",
pages = "1--30",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Asymptotics of the QMLE for a class of ARCH(q) models

AU - Kristensen, Dennis

AU - Rahbek, Anders

PY - 2002

Y1 - 2002

M3 - Working paper

SP - 1

EP - 30

BT - Asymptotics of the QMLE for a class of ARCH(q) models

CY - København

ER -

ID: 45210