Efficiency comparisons of maximum likelihood-based estimators in garch models

G. Gonzalez-Rivera, F.C. Drost

Research output: Working paper › Discussion paper › Other research output

317 Downloads (Pure)

Name	CentER Discussion Paper
Volume	1998-124

Access to Document

@techreport{d93a8be05dcd4ae89eb1b86ba413d798,

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

author = "G. Gonzalez-Rivera and F.C. Drost",

year = "1998",

language = "English",

volume = "1998-124",

series = "CentER Discussion Paper",

publisher = "Unknown Publisher",

type = "WorkingPaper",

institution = "Unknown Publisher",

}