Alternative estimators for factor GARCH models -- A Monte Carlo comparison

Lin, Wen-Ling . Journal of Applied Econometrics 1992. 7 :259-279

Locate this article in:

Bibtex

@article{CIS-106328,
  Author = {Lin, Wen-Ling},
  Title = {Alternative estimators for factor GARCH models -- A Monte Carlo comparison},
  Journal = {Journal of Applied Econometrics},
  Volume = {7},
  Year = {1992},
  Pages = {259--279},
  Keywords = {Two-stage procedure, Quasi-likelihood}
}

Similar articles