Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
| Year of publication: |
1999
|
|---|---|
| Authors: | González-Rivera, G. ; Drost, F.C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 1, p. 93-112
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