skip to main content
Language:
Search Limited to: Search Limited to: Resource type Show Results with: Show Results with: Search type Index

03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation

Econometric theory, 2003-10, Vol.19 (5), p.879-880 [Peer Reviewed Journal]

2003 Cambridge University Press ;Copyright Cambridge University Press Oct 2003 ;ISSN: 0266-4666 ;EISSN: 1469-4360 ;DOI: 10.1017/S0266466603225081

Full text available

Citations Cited by
  • Title:
    03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation
  • Author: Kristensen, Dennis ; Linton, Oliver
  • Subjects: Economic models ; PROBLEMS AND SOLUTIONS ; Studies
  • Is Part Of: Econometric theory, 2003-10, Vol.19 (5), p.879-880
  • Description: Consistent standard errors for target variance approach to GARCH estimation.
  • Publisher: New York, USA: Cambridge University Press
  • Language: English
  • Identifier: ISSN: 0266-4666
    EISSN: 1469-4360
    DOI: 10.1017/S0266466603225081
  • Source: Alma/SFX Local Collection
    ProQuest Central
Back to results list
INSPIRE LIBRARY - TON DUC THANG UNIVERSITY (84-028) 37 755 057 Feedback
19 Nguyen Huu Tho St. Dist.7, HCM thuvien@tdtu.edu.vn

Copyright © 2017 INSPIRE LIBRARY - TON DUC THANG UNIVERSITY

Searching Remote Databases, Please Wait