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

G. González-Rivera, F.C. Drost

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{53e099abd08042ae8047b1b8ce553b4d,

title = "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models",

author = "G. Gonz{\'a}lez-Rivera and F.C. Drost",

note = "DP 98124 Pagination: 18",

year = "1999",

language = "English",

volume = "93",

pages = "93--111",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "1",

}