Work

Small sample properties of GARCH estimates and persistence

Year: 2006

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470500039436

Authors: Soosung Hwang, Pedro L. Valls Pereira

Institutions: Grupo Ibmec Educacional, Instituto Brasileiro de Mercado de Capitais

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Conselho Nacional de Desenvolvimento Científico e Tecnológico

OpenAlex ID: W2068136378

FWCI: 10.17

Cites: 24

Cited by: 132

Related to: 10