Efficient Estimation in Semiparametric GARCH Models

Feike C. Drost () and C.A.J. Klaassen

No 1996-38, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: garch models; estimation (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (11)

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Journal Article: Efficient estimation in semiparametric GARCH models (1997)
Working Paper: Efficient estimation in semiparametric GARCH models (1997)
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