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 |
Saved in:
Online Resource
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