Title of article
Minimum distance estimation of GARCH(1,1) models
Author/Authors
G. Storti، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
19
From page
1803
To page
1821
Keywords
GARCH models , Minimum distance estimation , quasi maximum likelihood , Autocovariance function , High frequency
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145201
Link To Document