On Convergence of the QMLE for Misspecified GARCH Models.

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Bibliographic Details
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

Description
ISSN:	19411928
DOI:	10.2202/1941-1928.1034