Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models |
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Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (English)
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8 January 2013
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higher-order asymptotic theory
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ARCH models
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QML estimation
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bias correction
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