Work

Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model

Year: 2010

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Antonis Demos, Dimitra Kyriakopoulou

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1481982141

Cites: 19

Cited by: 3

Related to: 10