Efficient estimation of conditional risk measures in a semiparametric GARCH model
Attributed to:
The Centre for Microdata Methods and Practice
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2012.2512
Publication URI: http://dx.doi.org/10.1920/wp.cem.2012.2512
Type: Working Paper