EconPapers    
Economics at your fingertips  
 

Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)

Antonis Demos () and Dimitra Kyriakopoulou

No 1803, DEOS Working Papers from Athens University of Economics and Business

New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2018-02-23
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://wpa.deos.aueb.gr/docs/EGARCH-bias_corr_AP-I.pdf First version (application/pdf)

Related works:
Working Paper: Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) (2018) Downloads
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:aue:wpaper:1803

Access Statistics for this paper

More papers in DEOS Working Papers from Athens University of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by Ekaterini Glynou ().

 
Page updated 2018-07-14
Handle: RePEc:aue:wpaper:1803