for the EGARCH model (2013)
by
Christian Hafner
,
Oliver Linton
,
Core Discussion Paper
,
Christian M. Hafner
,
Oliver Linton
,
We Thank Piotr Fryzlewicz
,
Dimitra Kyriakopoulou
,
Enno Mammen
,
Paolo Zaffaroni
| Citations: | 5 - 1 self |
BibTeX
@MISC{Hafner13forthe,
author = {Christian Hafner and Oliver Linton and Core Discussion Paper and Christian M. Hafner and Oliver Linton and We Thank Piotr Fryzlewicz and Dimitra Kyriakopoulou and Enno Mammen and Paolo Zaffaroni},
title = {for the EGARCH model},
year = {2013}
}
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Abstract
An almost closed form estimator
