MARTINGALE TRANSFORMS WITH MIXED STABLE LIMITS AND THE QMLE FOR CONDITIONALLY ETEROSKEDASTIC MODELS

Stelios Arvanitis and Alexandros Louka
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Stelios Arvanitis: Athens University of Economics and Business

No 201704, Working Papers from Athens University Of Economics and Business, Department of Economics

Pages: 35 pages
Date: 2017-04
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Related works:
Working Paper: Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models (2015)
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