Asymptotic normality of the MLE in the level-effect ARCH model
- Dahl, C.M.
- Iglesias, E.M.
ISSN: 1613-9798, 0932-5026
Year of publication: 2021
Volume: 62
Issue: 1
Pages: 117-135
Type: Article
ISSN: 1613-9798, 0932-5026
Year of publication: 2021
Volume: 62
Issue: 1
Pages: 117-135
Type: Article