Bootstrap refinements for QML estimators of the GARCH(1,1) parameters

  1. Corradi, V.
  2. Iglesias, E.M.
Journal:
Journal of Econometrics

ISSN: 0304-4076

Year of publication: 2008

Volume: 144

Issue: 2

Pages: 500-510

Type: Article

DOI: 10.1016/J.JECONOM.2008.03.003 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus