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). Tilburg: Econometrics.
González-Rivera, G. ; Drost, F.C. / Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models. Tilburg : Econometrics, 1998. (CentER Discussion Paper).
@techreport{cd45abb98bed4e04b1856cdeeda3de66,
title = "Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models",
author = "G. Gonz{\'a}lez-Rivera and F.C. Drost",
note = "Pagination: 18",
year = "1998",
language = "English",
volume = "1998-124",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",

}

González-Rivera, G & Drost, FC 1998 'Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models' CentER Discussion Paper, vol. 1998-124, Econometrics, Tilburg.

Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models. / González-Rivera, G.; Drost, F.C.

Tilburg : Econometrics, 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 - González-Rivera, G.

AU - Drost, F.C.

N1 - Pagination: 18

PY - 1998

Y1 - 1998

M3 - Discussion paper

VL - 1998-124

T3 - CentER Discussion Paper

BT - Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models

PB - Econometrics

CY - Tilburg

ER -

González-Rivera G, Drost FC. Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models. Tilburg: Econometrics. 1998. (CentER Discussion Paper).