A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
| Year of publication: |
2006
|
|---|---|
| Authors: | Kristensen, Dennis ; Linton, Oliver |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 02, p. 323-337
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |