Efficiency comparisons of maximum likelihood-based estimators in garch models

G. Gonzalez-Rivera, F.C. Drost

Research output: Working paperDiscussion paperOther research output

257 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages18
Volume1998-124
Publication statusPublished - 1998

Publication series

NameCentER Discussion Paper
Volume1998-124

Keywords

  • garch models
  • maximum likelihood

Cite this

Gonzalez-Rivera, G., & Drost, F. C. (1998). Efficiency comparisons of maximum likelihood-based estimators in garch models. (CentER Discussion Paper; Vol. 1998-124). Unknown Publisher.
Gonzalez-Rivera, G. ; Drost, F.C. / Efficiency comparisons of maximum likelihood-based estimators in garch models. Unknown Publisher, 1998. (CentER Discussion Paper).
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Gonzalez-Rivera, G & Drost, FC 1998 'Efficiency comparisons of maximum likelihood-based estimators in garch models' CentER Discussion Paper, vol. 1998-124, Unknown Publisher.

Efficiency comparisons of maximum likelihood-based estimators in garch models. / Gonzalez-Rivera, G.; Drost, F.C.

Unknown Publisher, 1998. (CentER Discussion Paper; Vol. 1998-124).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Efficiency comparisons of maximum likelihood-based estimators in garch models

AU - Gonzalez-Rivera, G.

AU - Drost, F.C.

N1 - Pagination: 18

PY - 1998

Y1 - 1998

KW - garch models

KW - maximum likelihood

M3 - Discussion paper

VL - 1998-124

T3 - CentER Discussion Paper

BT - Efficiency comparisons of maximum likelihood-based estimators in garch models

PB - Unknown Publisher

ER -

Gonzalez-Rivera G, Drost FC. Efficiency comparisons of maximum likelihood-based estimators in garch models. Unknown Publisher. 1998. (CentER Discussion Paper).