Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
- Iglesias, E.M.
- Phillips, G.D.A.
ISSN: 0747-4938, 1532-4168
Year of publication: 2012
Volume: 31
Issue: 5
Pages: 532-557
Type: Article
Journal:
Econometric Reviews