A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages10
Publication statusPublished - 2015

Publication series

NameTI Discussion Paper
No.15-131/III

Cite this

Blasques, F., Gorgi, P. G., Koopman, S. J., & Wintenberger, O. (2015). A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model". (TI Discussion Paper; No. 15-131/III). Amsterdam: Tinbergen Institute.
Blasques, F. ; Gorgi, P.G. ; Koopman, S.J. ; Wintenberger, O. / A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model". Amsterdam : Tinbergen Institute, 2015. (TI Discussion Paper; 15-131/III).
@techreport{c032ddf497d046989e46c8c7513f1548,
title = "A Note on {"}Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model{"}",
author = "F. Blasques and P.G. Gorgi and S.J. Koopman and O. Wintenberger",
year = "2015",
language = "English",
series = "TI Discussion Paper",
publisher = "Tinbergen Institute",
number = "15-131/III",
type = "WorkingPaper",
institution = "Tinbergen Institute",

}

Blasques, F, Gorgi, PG, Koopman, SJ & Wintenberger, O 2015 'A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"' TI Discussion Paper, no. 15-131/III, Tinbergen Institute, Amsterdam.

A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model". / Blasques, F.; Gorgi, P.G.; Koopman, S.J.; Wintenberger, O.

Amsterdam : Tinbergen Institute, 2015. (TI Discussion Paper; No. 15-131/III).

Research output: Working paperProfessional

TY - UNPB

T1 - A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"

AU - Blasques, F.

AU - Gorgi, P.G.

AU - Koopman, S.J.

AU - Wintenberger, O.

PY - 2015

Y1 - 2015

M3 - Working paper

T3 - TI Discussion Paper

BT - A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"

PB - Tinbergen Institute

CY - Amsterdam

ER -

Blasques F, Gorgi PG, Koopman SJ, Wintenberger O. A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model". Amsterdam: Tinbergen Institute. 2015. (TI Discussion Paper; 15-131/III).