Small sample estimation bias in garch models with any number of exogenous variables in the mean equation

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Econometric Reviews

ISSN: 0747-4938,  1532-4168

Year of publication: 2011

Volume: 30

Issue: 3

Pages: 303-336

Type: Article

DOI: 10.1080/07474930903562551 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus