ARCH/GARCH with persistent covariate: Asymptotic theory of MLE

10.1016/j.jeconom.2011.10.004

Saved in:

Bibliographic Details
Main Authors:	Han, H., Park, J.Y.
Other Authors:	ECONOMICS
Format:	Article
Published:	2014
Subjects:	ARCH Asymptotic distribution theory GARCH Maximum likelihood estimator Persistent covariate
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52120
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

Be the first to leave a comment!

Similar Items