Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models (Q1929469)
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scientific article; zbMATH DE number 6123470
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| English | Higher-order asymptotic properties of QML in \(\beta \)-ARCH and \(\mu \)-ARCH models |
scientific article; zbMATH DE number 6123470 |
Statements
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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0.8430401086807251
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0.82285076379776
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0.8187943696975708
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0.8111683130264282
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