Repetitive stochastic guesstimation for estimating parameters in a garch(1,1) model

Romanian Journal of Economic Forecasting

Volumn 13, Issue 2, 2010, Pages 213-222

  Adriana, Agapie ^a   Bratianu, Constantin ^a  

^a BUCHAREST UNIVERSITY OF ECONOMIC STUDIES   (Romania)

Author keywords

Financial markets; Garch model; Rsg

Indexed keywords

EID: 77956858190     PISSN: 15826163     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

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