AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (2016)

First Author: Hafner C
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/10.1017/s0266466616000256

Publication URI: http://dx.doi.org/10.1017/s0266466616000256

Type: Journal Article/Review

Parent Publication: Econometric Theory

Issue: 4