Asymptotics of the QMLE for a class of ARCH(q) models
Research output: Working paper
Original language | English |
---|---|
Place of Publication | København |
Pages | 1-30 |
Publication status | Published - 2002 |
ID: 45210
Research output: Working paper
Original language | English |
---|---|
Place of Publication | København |
Pages | 1-30 |
Publication status | Published - 2002 |
ID: 45210