Efficiency comparisons of maximum likelihood-based estimators in garch models
Year of publication: |
1998
|
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Authors: | Drost, Feike C. ; Gonzalez-Rivera, G. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | garch models | maximum likelihood |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 1998-124 |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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