Asymptotics of the QMLE for a class of ARCH(q) models
Publikation: Working paper › Forskning
Standard
Asymptotics of the QMLE for a class of ARCH(q) models. / Kristensen, Dennis; Rahbek, Anders.
København, 2002. s. 1-30.Publikation: Working paper › Forskning
Harvard
Kristensen, D & Rahbek, A 2002 'Asymptotics of the QMLE for a class of ARCH(q) models' København, s. 1-30.
APA
Kristensen, D., & Rahbek, A. (2002). Asymptotics of the QMLE for a class of ARCH(q) models. (s. 1-30).
Vancouver
Kristensen D, Rahbek A. Asymptotics of the QMLE for a class of ARCH(q) models. København. 2002, s. 1-30.
Author
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