Bivariate ARCH Models: Finite-Sample Properties of QML Estimators and an Application to an LM-type test

Phillips, Garry David Alan and Iglesias, E. M. 2005. Bivariate ARCH Models: Finite-Sample Properties of QML Estimators and an Application to an LM-type test. Econometric Theory 21 (6) , pp. 1058-1086. 10.1017/S026646660505053X

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Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Business (Including Economics)
Additional Information:	Publisher’s copyright requirements: “All contributors retain the right to post the definitive version of the contribution as published at Cambridge Journals Online (in PDF or HTML form) in the Institutional Repository of the institution in which they worked at the time the paper was first submitted, or (for appropriate journals) in PubMed Central or UK PubMed Central, no sooner than one year after first publication of the paper in the journal, subject to file availability and provided the posting includes a prominent statement of the full bibliographical details, a copyright notice in the name of the copyright holder (Cambridge University Press or the sponsoring Society, as appropriate), and a link to the online edition of the journal at Cambridge Journals Online. Inclusion of this definitive version after one year in Institutional Repositories outside of the institution in which the contributor worked at the time the paper was first submitted will be subject to the additional permission of Cambridge University Press (not to be unreasonably withheld). See: http://journals.cambridge.org/action/forAuthors?page=copyright
ISSN:	14694360
Last Modified:	15 May 2023 11:31
URI:	https://orca.cardiff.ac.uk/id/eprint/2562

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