Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation (Q3574745)
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scientific article; zbMATH DE number 5729894
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| English | Finite sample theory of QMLEs in ARCH models with an exogenous variable in the conditional variance equation |
scientific article; zbMATH DE number 5729894 |
Statements
Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation (English)
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2 July 2010
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0.8611332774162292
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0.835241973400116
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0.8187295198440552
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0.7837626934051514
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