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
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://dial.uclouvain.be/pr/boreal/fr/object/bore ... tastream/PDF_02/view (application/pdf)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2016036

Access Statistics for this paper

More papers in LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) Voie du Roman Pays 20, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Nadja Peiffer ().