Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
Iglesias, Emma M., Phillips, Garry D. A.Volume:
31
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2011.608007
Date:
September, 2012
File:
PDF, 644 KB
english, 2012