"Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte ..."

Fabio Bellini, Leonardo Bottolo (2009)

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DOI: 10.1080/03610910802395653

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type: Journal Article

metadata version: 2020-10-26

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Fabio Bellini, Leonardo Bottolo:
Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation. Commun. Stat. Simul. Comput. 38(1): 31-45 (2009)

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