An exponential chisquared QMLE for Log-GARCH models via the ARMA representation (2013)

First Author: Francq, C.
Attributed to:  Probabilistic approach to assessing macroeconomic uncertainties funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://mpra.ub.uni-muenchen.de/51783/

Type: Working Paper