Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation

  1. Iglesias, E.M.
Revista:
Studies in Nonlinear Dynamics and Econometrics

ISSN: 1558-3708,  1081-1826

Ano de publicación: 2009

Volume: 13

Número: 2

Tipo: Artigo

DOI: 10.2202/1558-3708.1592 GOOGLE SCHOLAR
Fonte de datos: Scopus