The limiting properties of the QMLE in a general class of asymmetric volatility models

Research output: Working paper › Research › peer-review

Original language	English
Publisher	School of Economics and Management. University of Aarhus
Number of pages	36
Publication status	Published - 2008

Documents & Links

@techreport{8d6244767c7c4ade935e70360f98311c,

title = "The limiting properties of the QMLE in a general class of asymmetric volatility models",

author = "Dahl, \{Christian M.\} and Iglesias, \{Emma M.\}",

year = "2008",

language = "English",

publisher = "School of Economics and Management. University of Aarhus",

type = "WorkingPaper",

institution = "School of Economics and Management. University of Aarhus",

}