A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
| Year of publication: |
2006
|
|---|---|
| Authors: | Kristensen, Dennis ; Linton, Oliver |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 2, p. 323-337
|