On convergence of the QMLE for misspecified GARCH models

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Standard

On convergence of the QMLE for misspecified GARCH models. / Tolver, Anders; Lange, Theis.

I: Journal of Time Series Econometrics, Bind 2, Nr. 1, 2010.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Tolver, A & Lange, T 2010, 'On convergence of the QMLE for misspecified GARCH models', Journal of Time Series Econometrics, bind 2, nr. 1. https://doi.org/10.2202/1941-1928.1034

APA

Tolver, A., & Lange, T. (2010). On convergence of the QMLE for misspecified GARCH models. Journal of Time Series Econometrics, 2(1). https://doi.org/10.2202/1941-1928.1034

Vancouver

Tolver A, Lange T. On convergence of the QMLE for misspecified GARCH models. Journal of Time Series Econometrics. 2010;2(1). https://doi.org/10.2202/1941-1928.1034

Author

Tolver, Anders ; Lange, Theis. / On convergence of the QMLE for misspecified GARCH models. I: Journal of Time Series Econometrics. 2010 ; Bind 2, Nr. 1.

Bibtex

@article{9549cc30b02e11df825b000ea68e967b,
title = "On convergence of the QMLE for misspecified GARCH models",
author = "Anders Tolver and Theis Lange",
year = "2010",
doi = "10.2202/1941-1928.1034",
language = "English",
volume = "2",
journal = "Journal of Time Series Econometrics",
issn = "2194-6507",
publisher = "De Gruyter",
number = "1",

}

RIS

TY - JOUR

T1 - On convergence of the QMLE for misspecified GARCH models

AU - Tolver, Anders

AU - Lange, Theis

PY - 2010

Y1 - 2010

U2 - 10.2202/1941-1928.1034

DO - 10.2202/1941-1928.1034

M3 - Journal article

VL - 2

JO - Journal of Time Series Econometrics

JF - Journal of Time Series Econometrics

SN - 2194-6507

IS - 1

ER -

ID: 21570692