Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
| Year of publication: |
2008
|
|---|---|
| Authors: | Corradi, Valentina ; Iglesias, Emma M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 144.2008, 2, p. 500-510
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