Efficiency comparisons of maximum likelihood-based estimators in garch models

Efficiency comparisons of maximum likelihood-based estimators in garch models
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DOI:
10.1016/s0304-4076(99)00005-6
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发表时间:
1999-11
影响因子:
6.3
通讯作者:
Gloria González-Rivera;F. C. Drost
Gloria González-Rivera;F. C. Drost
中科院分区:
经济学2区
文献类型:
--
作者:
Gloria González-Rivera;F. C. Drost

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