An Almost Closed Form Estimator for the EGARCH model

Christian Hafner and Oliver Linton

No 2016036, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2016-01-01
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Related works:
Journal Article: AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (2017)
Working Paper: An Almost Closed Form Estimator For The EGARCH Model (2017)
Working Paper: An almost closed form estimator for the EGARCH model (2017)
Working Paper: An almost closed form estimator for the EGARCH model (2013)
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