A note on adaptation in garch models

Econometric Reviews

Volumn 16, Issue 1, 1997, Pages 55-68

  González Rivera, Gloria ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Adaptation; Generalized autoregressive conditional heteroscedasticity (garch); Maximum likelihood; Semiparametric estimator

Indexed keywords

EID: 84974628838     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800372     Document Type: Article

References (13)

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