Efficiency comparisons of maximum likelihood-based estimators in garch models
| Year of publication: |
1998
|
|---|---|
| Authors: | Drost, Feike C. ; Gonzalez-Rivera, G. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | garch models | maximum likelihood |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1998-124 |
| Classification: | C13 - Estimation ; C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
| Source: |
Persistent link: https://www.econbiz.de/10011091619