Consistent Standard Errors for Target Variance Approach to...

Econometric Theory 2004 / 10 Vol. 20; Iss. 5

Consistent Standard Errors for Target Variance Approach to GARCH Estimation

Dennis Kristensen and Oliver Linton
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Volume:
20
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533560
Date:
October, 2004
File:
PDF, 450 KB
english, 2004
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