| Original language | English |
|---|---|
| Place of Publication | Amsterdam |
| Publisher | Tinbergen Institute |
| Number of pages | 10 |
| Publication status | Published - 2015 |
Publication series
| Name | TI 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.
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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 paper › Professional
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).