Efficient estimation in semiparametric GARCH models
| Year of publication: |
1997
|
|---|---|
| Authors: | Drost, Feike C. ; Klaassen, Chris A. J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 81.1997, 1, p. 193-221
|
| Publisher: |
Elsevier |