Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models

G. González-Rivera, F.C. Drost

Research output: Working paperDiscussion paperOther research output

Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages18
Volume1998-124
Publication statusPublished - 1998

Publication series

NameCentER Discussion Paper
Volume1998-124

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