Efficient estimation in semiparametric GARCH models

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

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1997
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Journal Article: Efficient estimation in semiparametric GARCH models (1997)
Working Paper: Efficient Estimation in Semiparametric GARCH Models (1996)
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