Efficient estimation in semi-parametric GARCH models
| Year of publication: |
1997
|
|---|---|
| Authors: | Drost, Feike C. ; Klaassen, Chris A.J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 81.1997, 1, p. 193-222
|