Working Paper : 1803


Authors Demos, A. and Kyriakopoulou, D.
Title Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)
Creation Date 2018-02-23
File EGARCH-bias_corr_AP-I.pdf (300207 bytes)
File-Function First version

Copyright © 2009 [D.I.E.S.S. A.U.E.B.]. All rights reserved.