Semiparametric efficient adaptive estimation of asymmetric GARCH models
| Year of publication: |
2006
|
|---|---|
| Authors: | Sun, Yiguo ; Stengos, Thanasis |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 133.2006, 1, p. 373-386
|
| Publisher: |
Elsevier |