Efficient estimation in semiparametric GARCH models

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

Research output: Contribution to journalArticleScientificpeer-review

63 Citations (Scopus)
268 Downloads (Pure)
Original languageEnglish
Pages (from-to)193-221
Number of pages29
JournalJournal of Econometrics
Volume81
Issue number1
Publication statusPublished - 1997

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