✦ LIBER ✦

Small sample properties of GARCH estimates and persistence

✍ Scribed by Hwang, Soosung; Valls Pereira, Pedro L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small sample properties of GARCH(1,1) es

✍ Jaesun Noh 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 38 KB

Small sample properties of copula-GARCH

✍ Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean; Maggi, Mario 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 543 KB

Small-sample properties of maximum proba

✍ Lionel Weiss 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 650 KB

Small sample properties of the mixed reg

✍ Kazuhiro Ohtani; Yuzo Honda 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 624 KB

Small sample properties for estimators o

✍ Dean, Rob; Arnold, Jonathan 📂 Article 📅 1996 🏛 Nature Publishing Group 🌐 English ⚖ 72 KB

Structural change and estimated persiste

✍ Walter Krämer; Baudouin Tameze Azamo 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 219 KB