Asymptotics of the QMLE for a Class of ARCH(q) Models

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

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

In: Econometric Theory, Vol. 21, No. 5, 2005, p. 946-961.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Kristensen, D & Rahbek, A 2005, 'Asymptotics of the QMLE for a Class of ARCH(q) Models', Econometric Theory, vol. 21, no. 5, pp. 946-961.

APA

Kristensen, D., & Rahbek, A. (2005). Asymptotics of the QMLE for a Class of ARCH(q) Models. Econometric Theory, 21(5), 946-961.

Vancouver

Kristensen D, Rahbek A. Asymptotics of the QMLE for a Class of ARCH(q) Models. Econometric Theory. 2005;21(5):946-961.

Author

Kristensen, Dennis ; Rahbek, Anders. / Asymptotics of the QMLE for a Class of ARCH(q) Models. In: Econometric Theory. 2005 ; Vol. 21, No. 5. pp. 946-961.

Bibtex

@article{51ffd60074c211dbbee902004c4f4f50,
title = "Asymptotics of the QMLE for a Class of ARCH(q) Models",
author = "Dennis Kristensen and Anders Rahbek",
year = "2005",
language = "English",
volume = "21",
pages = "946--961",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "5",

}

RIS

TY - JOUR

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

AU - Kristensen, Dennis

AU - Rahbek, Anders

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 21

SP - 946

EP - 961

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 5

ER -

ID: 72689