On convergence of the QMLE for misspecified GARCH models
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Journal of Time Series Econometrics |
Volume | 2 |
Issue number | 1 |
Number of pages | 29 |
ISSN | 2194-6507 |
DOIs | |
Publication status | Published - 2010 |
ID: 21570692