Finite sample theory of QMLE in ARCH models with dynamics in the mean equation (Q3552847)
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scientific article; zbMATH DE number 5697506
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| English | Finite sample theory of QMLE in ARCH models with dynamics in the mean equation |
scientific article; zbMATH DE number 5697506 |
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Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (English)
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22 April 2010
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AR-ARCH models
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quasi-maximum likelihood
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bias correction
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0.8611332774162292
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0.8579046130180359
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0.8430401086807251
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0.8385312557220459
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