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Asymptotics of the QMLE for Non-Linear ARCH Models

Dennis Kristensen (Columbia University)
Anders Rahbek (University of Copenhagen)
Journal of Time Series Econometrics.

Volume (Year): 1 (2009)
Issue (Month): 1 ()
File URL: http://www.bepress.com/cgi/viewcontent.cgi?article=1001&;context=jtse


A Closed-Form Estimator For The Garch(1,1) ModelKristensen, Dennis
Linton, Oliver
http://journals.cambridge.org/abstract_S0266466606060142

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关键词：统计学 econometrics Econometric Time Series asymptotics 文献 统计学

Econometric Theory, 22, 2006, 323–337+ Printed in the United States of America


DOI: 10+10170S0266466606060142

NOTES AND PROBLEMS A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL

DENNIS KRISTENSEN
University of Wisconsin-Madison

OLIVER LINTON
London School of Economics

Asymptotics of the QMLE for Non-Linear ARCH Models

Dennis Kristensen Anders Rahbek

Journal of Time Series Econometrics
Volume 1, Issue 1 2009 Article 2


楼主，不是说你，你真够懒的！！！这篇文章，只要注册一下就能得到！！！为啥不自己下载呢？？

所以，给你设为有偿服务！

多谢。我本不知道注册就可以拿到。

是什么东西呀？？？