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]

@inproceedings{MaringerW06,
  title = {Convergence of GARCH Estimators: Theory and Empirical Evidence},
  author = {Dietmar G. Maringer and Peter Winker},
  year = {2006},
  doi = {10.2991/jcis.2006.94},
  url = {http://dx.doi.org/10.2991/jcis.2006.94},
  tags = {empirical},
  researchr = {https://researchr.org/publication/MaringerW06},
  cites = {0},
  citedby = {0},
  booktitle = {Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006},
  publisher = {Atlantis Press},
  isbn = {90-78677-01-5},
}