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 |
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Official URL: | http://journals.cambridge.org/action/displayJourna... |
Additional Information: | © 2006 Cambridge University Press |
Divisions: | Financial Markets Group Economics STICERD |
Subjects: | H Social Sciences > HB Economic Theory |
Date Deposited: | 07 Aug 2008 10:46 |
Last Modified: | 13 Sep 2024 22:03 |
URI: | http://eprints.lse.ac.uk/id/eprint/15271 |
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