Journal
Published Online: 09 November 2015
Volume 44, Issue 5
Efficient and Robust Estimation of GARCH Models
CODEN: JTEVAB
Abstract
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Author Information
Jiang, X.
South Univ. of Science and Technology, CN
Song, X.
The Chinese Univ. of Hong Kong, HK
Xiong, Z.
Business School of Hunan Univ. and Jishou Univ., CN
Pages: 12
Price: $25.00
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Details
Stock #: JTE20140313
ISSN: 0090-3973
DOI: 10.1520/JTE20140313