Efficient estimation in semiparametric GARCH models

Authors
Publication date 1997
Journal Journal of Econometrics
Volume | Issue number 81
Pages (from-to) 193-221
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Document type Article
Published at https://doi.org/10.1016/S0304-4076(97)00042-0
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