Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation
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Publication:3574745
DOI10.2202/1558-3708.1592zbMath1194.62104OpenAlexW2026878528MaRDI QIDQ3574745
Publication date: 2 July 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1592
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