Efficiency comparisons of maximum likelihood-based estimators in garch models

G. Gonzalez-Rivera, F.C. Drost

Research output: Working paperDiscussion paperOther research output

292 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

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