ALTERNATIVE ESTIMATORS FOR FACTOR GARCH MODELS - A MONTE CARLO COMPARISON.
| Year of publication: |
1989
|
|---|---|
| Authors: | LIN, W-L. |
| Institutions: | Wisconsin Madison - Social Systems |
| Subject: | maximum likelihood | evaluation | pricing | treasury bonds |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 40 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005281465