Small sample properties of GARCH estimates and persistence
Year of publication: |
2006
|
---|---|
Authors: | Hwang, Soosung ; Pereira, Pedro L. Valls |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 6-7, p. 473-494
|
Publisher: |
Taylor & Francis Journals |
Subject: | Small sample | volatility | GARCH | persistence |
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