%0 Journal Article %1 Amano2008 %A Amano, Tomoyuki %A Taniguchi, Masanobu %D 2008 %J Statistics & Probability Letters %K ARCH model %N 2 %P 179--185 %T Asymptotic efficiency of conditional least squares estimators for ARCH models %U http://www.sciencedirect.com/science/article/B6V1D-4NYD8JN-5/1/86695265088e7ba5295cb59f516d42ae %V 78

@article{Amano2008, added-at = {2008-04-23T22:05:04.000+0200}, author = {Amano, Tomoyuki and Taniguchi, Masanobu}, biburl = {https://www.bibsonomy.org/bibtex/22d94e1701bccaa4f0c990c576bd7eaa6/smicha}, day = 01, interhash = {ac2cc8619189cbda73804bde4e32998d}, intrahash = {2d94e1701bccaa4f0c990c576bd7eaa6}, journal = {Statistics \& Probability Letters}, keywords = {ARCH model}, month = Feb, number = 2, pages = {179--185}, timestamp = {2008-04-23T22:06:18.000+0200}, title = {Asymptotic efficiency of conditional least squares estimators for ARCH models}, url = {http://www.sciencedirect.com/science/article/B6V1D-4NYD8JN-5/1/86695265088e7ba5295cb59f516d42ae}, volume = 78, year = 2008 }