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

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	15-131/III

Access to Document

@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",

}

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 -