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~institution:"School of Economics and Management, University of Aarhus"
~subject:"AR-GARCH"
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AR-GARCH
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costs of tax administration
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developing countries
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Saikkonen, Pentti
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
School of Economics and Management, University of Aarhus
-
2008
conditions comparable to those recently used in the corresponding linear case. To the best of our
knowledge
, this paper provides …
Persistent link: https://www.econbiz.de/10005440076
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