Estimation of stable distributions with indirect inference
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/136186.
Date of creation: 2011
Date of revision:
Publication status: Published in: Journal of econometrics (2011) v.161 n° 3,p.325-337
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- Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
- Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012.
"Which model to match?,"
Banco de Espaï¿½a Working Papers
1229, Banco de Espa�a.
- Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
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