Efficiency comparisons of maximum likelihood-based estimators in garch models

Gloria Gonzalez-Rivera and Feike C. Drost ()

No 1998-124, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: garch models; maximum likelihood (search for similar items in EconPapers)
Date: 1998
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Related works:
Journal Article: Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (1999)
Working Paper: Efficiency comparisons of maximum likelihood-based estimators in garch models (1998)
Working Paper: Efficiency comparisons of maximum likelihood-based estimators in garch models (1998)
Working Paper: Efficiency comparisons of maximum likelihood-based estimators in garch models (1998)
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