Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation
1995 ◽
Vol 13
(1)
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pp. 1-10
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1995 ◽
Vol 13
(1)
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pp. 1
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2007 ◽
Vol 137
(2)
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pp. 396-413
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2011 ◽
Vol 40
(6)
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pp. 1000-1014
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2001 ◽
Vol 43
(7)
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pp. 863-879
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1998 ◽
Vol 86
(2)
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pp. 369-386
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2013 ◽
Vol 5
(2)
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pp. 193-229
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2013 ◽
Vol 5
(2)
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pp. 133-162
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2019 ◽
Vol 29
(1)
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pp. 165-177
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