Efficient estimation in semiparametric GARCH models
| Year of publication: |
1997
|
|---|---|
| Authors: | Drost, F.C. ; Klaassen, C.A.J. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Econometrics (1997), v.81, nr.1, p.193-221 |
| Source: |
Persistent link: https://www.econbiz.de/10011088789