Efficiency comparisons of maximum likelihood-based estimators in garch models

G. Gonzalez-Rivera, F.C. Drost

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Name	CentER Discussion Paper
Volume	1998-124

Keywords

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

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

note = "Pagination: 18",

year = "1998",

language = "English",

volume = "1998-124",

series = "CentER Discussion Paper",

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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 -