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On Convergence of the QMLE for Misspecified GARCH Models.

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Title: On Convergence of the QMLE for Misspecified GARCH Models.
Authors: Jensen, Anders Tolver1, Lange, Theis1
Source: Journal of Time Series Econometrics. 2010, Vol. 2 Issue 1, preceding p1-29. 31p.
Database: Mathematics Source
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PubType: Academic Journal
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        Value: 10.2202/1941-1928.1034
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        Text: English
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        PageCount: 31
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      – TitleFull: On Convergence of the QMLE for Misspecified GARCH Models.
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              Text: 2010
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