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

AuthID
 P-00K-8TF
2
Author(s)
Bahamonde, N
·
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
Wos: WOS:000370620800008
Source Identifiers
ISSN: 0094-9655
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