A Note on Adaptation in Garch Models

Gloria Gonzalez-Rivera

The A. Gary Anderson Graduate School of Management from The A. Gary Anderson Graduate School of Management. University of California Riverside

Keywords: REGRESSION ANALYSIS; MAXIMUM LIKELIHOOD (search for similar items in EconPapers)
JEL-codes: C14 C22 (search for similar items in EconPapers)
Pages: 15 pages
Date: 1995
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:caland:95-1

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