03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation Solution
| Year of publication: |
2004
|
|---|---|
| Authors: | Kristensen, Dennis ; Linton, Oliver |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 05, p. 990-993
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |