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A Robust Closed-Form Estimator for the Garch(1,1) Model
AuthID
P-00K-8TF
2
Author(s)
Bahamonde, N
·
Veiga, H
Document Type
Article
Year published
2016
Published
in
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,
ISSN: 0094-9655
Volume: 86, Issue: 8, Pages: 1605-1619 (15)
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Publication Identifiers
DOI
:
10.1080/00949655.2015.1077387
Wos
: WOS:000370620800008
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ISSN
: 0094-9655
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