European University Institute Library

Estimating conditional variances with misspecified ARCH models, asymptotic theory

Type

Label

Estimating conditional variances with misspecified ARCH models, asymptotic theory

Language

eng

Index

no index present

Literary Form

non fiction

Main title

Estimating conditional variances with misspecified ARCH models

Nature of contents

technical reports

Oclc number

28781402

Series statement

Working paper series in economics and econometrics, 91-100

Sub title

asymptotic theory

Contributor

Creator

Nelson, Daniel B

Content

text

Is Part Of

Working paper series in economics and econometrics, 91-100

Mapped to

28781402

Incoming Resources

Has instance
1
- Estimating conditional variances with misspecified ARCH models, asymptotic theory

Outgoing Resources

Contributor
2
- University of Chicago, Department of Economics
- Foster, Dean P
Creator
1
- Nelson, Daniel B
Content
1
- text
Is Part Of
1
- Working paper series in economics and econometrics, 91-100
Mapped to
1
- 28781402