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Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates - MaRDI portal

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Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates (Q6666980)

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scientific article; zbMATH DE number 7971017
Language Label Description Also known as
English
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
scientific article; zbMATH DE number 7971017

    Statements

    title
    Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates (English)
    0 references
    author
    Heejoon Han
    0 references
    Dennis Kristensen
    0 references
    publication date
    20 January 2025
    0 references

    Identifiers

    zbMATH DE Number
    7971017
    0 references
     
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