On convergence of the QMLE for misspecified GARCH models (Q4928518)
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scientific article; zbMATH DE number 6176284
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| English | On convergence of the QMLE for misspecified GARCH models |
scientific article; zbMATH DE number 6176284 |
Statements
On Convergence of the QMLE for Misspecified GARCH Models (English)
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14 June 2013
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GARCH
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integrated GARCH
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misspecification
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high frequency exchange rates
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0.7907292246818542
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0.7877578139305115
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0.7865318059921265
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0.7808406352996826
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