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A closed-form estimator for the GARCH(1,1)-Model

Linton, Oliver and Kristensen, Dennis (2006) A closed-form estimator for the GARCH(1,1)-Model. Econometric Theory, 22 (2). pp. 323-337. ISSN 0266-4666

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Identification Number: 10.1017/S0266466606060142
Item Type: Article
Official URL:
Additional Information: © 2006 Cambridge University Press
Divisions: Financial Markets Group
Subjects: H Social Sciences > HB Economic Theory
Sets: Research centres and groups > Financial Markets Group (FMG)
Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Collections > Economists Online
Date Deposited: 07 Aug 2008 10:46
Last Modified: 20 May 2020 01:14

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