1

Consistent Standard Errors for Target Variance Approach to GARCH Estimation

Year:
2004
Language:
english
File:
PDF, 450 KB
english, 2004
2

Consistent Standard Errors for Target Variance Approach to GARCH Estimation

Year:
2003
Language:
english
File:
PDF, 245 KB
english, 2003
3

A Closed-Form Estimator for the GARCH(1,1) Model

Year:
2006
Language:
english
File:
PDF, 1.27 MB
english, 2006