Higher-order asymptotic properties of QML in β-ARCH and μ-ARCH models

  1. Iglesias, E.M.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2006

Volume: 93

Issue: 2

Pages: 261-266

Type: Article

DOI: 10.1016/J.ECONLET.2006.05.011 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus