Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates (2014)
Attributed to:
The Centre for Microdata Methods and Practice
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/07350015.2014.897954
Publication URI: http://dx.doi.org/10.1080/07350015.2014.897954
Type: Journal Article/Review
Parent Publication: Journal of Business & Economic Statistics
Issue: 3