03.5.2. Consistent Standard Errors for Target Variance...

Econometric Theory 2003 / 10 Vol. 19; Iss. 5

03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation

Kristensen, Dennis, Linton, Oliver
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Volume:
19
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466603225081
Date:
October, 2003
File:
PDF, 66 KB
english, 2003
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