Small sample properties of GARCH(1,1) estimator under non-normality
| Year of publication: |
1997
|
|---|---|
| Authors: | Noh, Jaesun |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 55.1997, 2, p. 161-164
|
| Publisher: |
Elsevier |