Asymptotics of the QMLE for General Arch(q) Models
- 期刊名称SSRN Electronic Journal
- 作者Kristensen, Dennis; Rahbek, Anders
- 电子ISSN1556-5068
- 文件大小390.61KB
- 发表时间2005
- DOI10.2139/ssrn.816326
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