Efficient estimation in semiparametric GARCH models

F.C. Drost, C.A.J. Klaassen

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@article{c7de3f1cc456433ea1c628ac16de51eb,

title = "Efficient estimation in semiparametric GARCH models",

author = "F.C. Drost and C.A.J. Klaassen",

note = "Pagination: 29",

year = "1997",

language = "English",

volume = "81",

pages = "193--221",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "1",

}