Estimation of the GARCH model : improving the normal quasi-MLE by augmented GMM

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Chen, Yi-Yi

Date Published: 2000

Subjects: Econometric models

Program of Study: Economics

Degree Level: Doctoral

Language: English

Pages: viii, 83 pages

Permalink: https://doi.org/doi:10.25335/gcrh-zk46

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