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

Cite this

González-Rivera, G., & Drost, F. C. (1998). Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models. (CentER Discussion Paper; Vol. 1998-124). Econometrics.