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GARCH Parameter Estimation Using High-Frequency Data

✍ Scribed by Visser, M. P.

Book ID: 125808059
Publisher: Oxford University Press
Year: 2010
Tongue: English
Weight: 454 KB
Volume: 9
Category: Article
ISSN: 1479-8409
DOI: 10.1093/jjfinec/nbq017

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