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Efficient estimation in semiparametric GARCH models

Drost,F.C.
; 
Klaassen,C.A.J.
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Pagination: 29
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1997
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Tilburg University Research Output Collection
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Drost, F C & Klaassen, C A J 1997, 'Efficient estimation in semiparametric GARCH models', Journal of Econometrics, vol. 81, no. 1, pp. 193-221.
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https://hdl.handle.net/20.500.14602/32214
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