How Does Sample Size Affect GARCH Models?

H. S. Ng, Kai-Pui Lam. How Does Sample Size Affect GARCH Models?. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

Abstract

Abstract is missing.