Convergence of GARCH Estimators: Theory and Empirical Evidence

Dietmar G. Maringer, Peter Winker. Convergence of GARCH Estimators: Theory and Empirical Evidence. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

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