Asymptotic properties of the QMLE in a log-linear RealGARCH...

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Statistical Papers 2018 / 9

Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors

Zhang, Caiya, Xu, Kaihong, Qian, Lianfen
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Language:
english
Journal:
Statistical Papers
DOI:
10.1007/s00362-018-1051-8
Date:
September, 2018
File:
PDF, 496 KB
english, 2018
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