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03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation

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Author Info
Kristensen, Dennis
Linton, Oliver

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Abstract

Consistent standard errors for target variance approach to GARCH estimation.

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Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 19 (2003)
Issue (Month): 05 (October)
Pages: 879-880
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Handle: RePEc:cup:etheor:v:19:y:2003:i:05:p:879-880_22

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  1. Dick van Dijk & Haris Munandar & Christian M. Hafner, 2005. "The Euro Introduction and Non-Euro Currencies," Tinbergen Institute Discussion Papers 05-044/4, Tinbergen Institute, revised 08 Jun 2006. [Downloadable!]
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This page was last updated on 2009-10-28.

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