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

Christian M. Dahl, Emma M Iglesias

Research output: Working paperResearchpeer-review

Original languageEnglish
PublisherSchool of Economics and Management. University of Aarhus
Number of pages27
Publication statusPublished - 2010

Cite this

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. ftp://ftp.econ.au.dk/creates/rp/10/rp10_48.pdf