The following pages link to Alexandros Louka (Q334014):
Displaying 4 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
