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Finite Sample Performance of the MLE in GARCH(1,1):When the Parameter on the Lagged Squared Residual Is Close to Zero
Finite Sample Performance of the MLE in GARCH(1,1):When the Parameter on the Lagged Squared Residual Is Close to Zero
- 한국계량경제학회
- JOURNAL OF ECONOMIC THEORY AND ECONOMETRICS
- Vol.4 No.2
-
1998.12131 - 151 (21 pages)
- 55
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