Asymptotic normality of the QMLE in the level-effect ARCH model

Christian M. Dahl, Emma M Iglesias

Publikation: Working paperForskningpeer review

OriginalsprogEngelsk
UdgiverSchool of Economics and Management. University of Aarhus
Antal sider27
StatusUdgivet - 2010

Citer dette

Dahl, C. M., & Iglesias, E. M. (2010). Asymptotic normality of the QMLE in the level-effect ARCH model. School of Economics and Management. University of Aarhus.
Dahl, Christian M. ; Iglesias, Emma M. / Asymptotic normality of the QMLE in the level-effect ARCH model. School of Economics and Management. University of Aarhus, 2010.
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Dahl, CM & Iglesias, EM 2010 'Asymptotic normality of the QMLE in the level-effect ARCH model' School of Economics and Management. University of Aarhus.

Asymptotic normality of the QMLE in the level-effect ARCH model. / Dahl, Christian M.; Iglesias, Emma M.

School of Economics and Management. University of Aarhus, 2010.

Publikation: Working paperForskningpeer review

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AU - Iglesias, Emma M

PY - 2010

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Dahl CM, Iglesias EM. Asymptotic normality of the QMLE in the level-effect ARCH model. School of Economics and Management. University of Aarhus. 2010.