Finite sample properties of the maximum likelihood Estimator in GARCH (1,1) and IGARCH (1,1) models: A Monte Carlo investigation

Research output: Contribution to journalArticleAcademicpeer-review

64 Citations (Scopus)
Original languageEnglish
Pages (from-to)1-10
Number of pages10
JournalJournal of Business and Economic Statistics
Volume13
Publication statusPublished - 1995
Externally publishedYes

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