Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model

Antonis Demos and Dimitra Kyriakopoulou

No 2983, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2018-01-01
Note: In : Journal of Time Series Econometrics, 2018
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Related works:
Journal Article: Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model (2019)
Working Paper: Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model (2018)
Working Paper: Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:2983

DOI: 10.1515/jtse-2018-0010

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