A closed-form estimator for the GARCH(1,1)-Model
Linton, O. & Kristensen, D.
(2006).
A closed-form estimator for the GARCH(1,1)-Model.
Econometric Theory,
22(2), 323-337.
https://doi.org/10.1017/S0266466606060142
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Cambridge University Press |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Academic Departments > Economics LSE > Research Centres > STICERD |
| DOI | 10.1017/S0266466606060142 |
| Date Deposited | 07 Aug 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/15271 |
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