Efficiency comparisons of maximum likelihood-based estimators in garch models

Gloria Gonzalez-Rivera and F.C. Drost
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F.C. Drost: Tilburg University, School of Economics and Management

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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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