Efficiency comparisons of maximum-likelihood-based estimators in GARCH models

G. González-Rivera, F.C. Drost

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)93-111
Number of pages18
JournalJournal of Econometrics
Volume93
Issue number1
Publication statusPublished - 1999

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