Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
Gloria González-Rivera; Feike C. Drost
| Year of publication: |
1999
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|---|---|
| Authors: | González-Rivera, Gloria ; Drost, Feike C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 1, p. 93-111
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| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001406643