Alternative Estimators for Factor GARCH Models-A Monte Carlo Comparison

Authors
W.-L. Lin
Citation
W.-L. Lin, Alternative Estimators for Factor GARCH Models-A Monte Carlo Comparison, Journal of applied econometrics, 7(03), 1992, pp. 259
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
03
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:03<259:AEFFGM>2.0.ZU;2-S