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
Full text not available from this repository.
Identification Number: 10.1017/S0266466606060142
| Item Type: | Article |
|---|---|
| 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: | 02 Apr 2024 16:45 |
| URI: | http://eprints.lse.ac.uk/id/eprint/15271 |
Actions (login required)
 |
View Item |
