Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2001

Volume: 74

Issue: 1

Pages: 21-24

Type: Article

DOI: 10.1016/S0165-1765(01)00531-6 GOOGLE SCHOLAR
Data source: Scopus