Estimation and Asymptotic Inference in the First Order AR-ARCH Model

Theis Lange, Anders Rahbek, Søren Tolver Jensen

    Publikation: Working paperForskning

    OriginalsprogEngelsk
    UdgivelsesstedDepartment of Applied Mathematics and Statistics / University of Copenhagen
    Sider1-23
    StatusUdgivet - 2006

    Citationsformater