Efficiency Comparisons of Maximum Likelihood-Based Estimators in GARCH Models

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Name	CentER Discussion Paper
Volume	1998-124

Cite this

@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",

}