Asymptotics of the QMLE for General ARCH(q) Models
Publikation: Working paper › Forskning
Originalsprog | Engelsk |
---|---|
Udgivelsessted | Department of Applied Mathematics and Statistics |
Sider | 1-37 |
Status | Udgivet - 2005 |
ID: 44508
Publikation: Working paper › Forskning
Originalsprog | Engelsk |
---|---|
Udgivelsessted | Department of Applied Mathematics and Statistics |
Sider | 1-37 |
Status | Udgivet - 2005 |
ID: 44508