Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00582.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2032746110 / rank | |||
Normal rank | |||
Revision as of 19:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation |
scientific article |
Statements
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (English)
0 references
22 April 2010
0 references
AR-ARCH models
0 references
quasi-maximum likelihood
0 references
bias correction
0 references
