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Finite sample performance of the MLE in GARCH(1,1) : when the parameter on the lagged squared residual is close to zero
Kim, Suduk - In: Journal of economic theory and econometrics : journal … 4 (1998) 2, pp. 131-151
Persistent link: https://www.econbiz.de/10001562242
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Testing of purchasing power parity theory using the doubly truncated ARMA-GARCH model and MCMC algorithms
Kim, Suduk; Chen, Chyong-lin; Tsurumi, Hiroki - In: Journal of economic research 8 (2003) 2, pp. 111-138
Persistent link: https://www.econbiz.de/10001872373
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Korean currency crisis and regime change : a multivariate GARCH model with Bayesian approach
Kim, Suduk; Tsurumi, Hiroki - In: Asia-Pacific financial markets 7 (2000) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10001506571