Small Sample Properties of GARCH Estimates and Persistence

Soosung Hwang () and Pedro Valls Pereira

Finance Lab Working Papers from Finance Lab, Insper Instituto de Ensino e Pesquisa

Date: 2003-10
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-rmg
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Related works:
Journal Article: Small sample properties of GARCH estimates and persistence (2006)
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