Finite sample theory of QMLE in ARCH models with dynamics in the mean equation

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Journal of Time Series Analysis

ISSN: 0143-9782,  1467-9892

Year of publication: 2008

Volume: 29

Issue: 4

Pages: 719-737

Type: Article

DOI: 10.1111/J.1467-9892.2008.00582.X GOOGLE SCHOLAR
Data source: Scopus