Alexandros Louka

Available identifiers

zbMath Open louka.alexandrosMaRDI QIDQ334014

List of research outcomes

Publication	Date of Publication	Type
Inconsistency for the Gaussian QMLE in GARCH-type models with infinite variance	2024-04-18	Paper
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model	2018-09-25	Paper
A note on the QMLE limit theory in the non-stationary ARCH(1) model	2018-02-07	Paper
A CLT for martingale transforms with infinite variance	2016-10-31	Paper
Limit Theory for the QMLE of the GQARCH (1,1) Model	2015-12-08	Paper

Research outcomes over time

This page was built for person: Alexandros Louka