Method of moments estimation of GO-GARCH models
| Year of publication: |
2011
|
|---|---|
| Authors: | Peter Boswijk, H. ; van der Weide, Roy |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 163.2011, 1, p. 118-127
|