A closed-form estimator for the GARCH(1,1)-Model
Linton, Oliver; and Kristensen, Dennis
(2006)
A closed-form estimator for the GARCH(1,1)-Model.
Econometric Theory, 22 (2).
pp. 323-337.
ISSN 0266-4666
| Item Type | Article |
|---|---|
| Departments |
Financial Markets Group Economics STICERD |
| DOI | 10.1017/S0266466606060142 |
| Date Deposited | 07 Aug 2008 10:46 |
| URI | https://researchonline.lse.ac.uk/id/eprint/15271 |