Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
| Year of publication: |
1999
|
|---|---|
| Authors: | Gonzalez-Rivera, Gloria ; Drost, Feike C. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 93.1999, 1, p. 93-111
|
| Publisher: |
Elsevier |