Small sample properties of GARCH estimates and persistence
| Year of publication: |
2006
|
|---|---|
| Authors: | Hwang, Soosung ; Valls Pereira, Pedro |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 12.2006, 6, p. 473-494
|