Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models

Econometric Reviews

Volumn 15, Issue 1, 1996, Pages 51-68

  Deb, Partha ^a  

^a INDIANA UNIVERSITY   (United States)

Author keywords

Exponential garch; Finite sample properties; Maximum likelihood; Monte carlo experiment; Quasi Maximum Likelihood; Response surface

Indexed keywords

EID: 0001815705     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939608800338     Document Type: Article

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