✦ LIBER ✦

On the efficiency of a semi-parametric GARCH model

✍ Scribed by Jianing Di; Ashis Gangopadhyay

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficiency of profile likelihood in semi

✍ Yuichi Hirose 📂 Article 📅 2010 🏛 Springer Japan 🌐 English ⚖ 311 KB

Determinants of bank efficiency: evidenc

✍ Pasiouras, Fotios; Delis, Manthos D.; Papanikolaou, Nikolaos I. 📂 Article 📅 2009 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 145 KB

Robustness of a semi-parametric proporti

✍ Landers, T.L.; Soroudi, H.E. 📂 Article 📅 1991 🏛 IEEE 🌐 English ⚖ 365 KB

Robustness evaluation of a semi-parametr

✍ Waseem M. Qureshi; Thomas L. Landers; Edward E. Gbur 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 583 KB

A parametric model for the efficiency of

✍ M.R. Johnson; L.W. Kostiuk 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 145 KB

A note on the hedging effectiveness of G

✍ Donald Lien 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 117 KB