| Go To D.I.E.E.S. | WPA Home | Papers List | Login |
|
Working Paper : 1804 |
| Authors | Demos, A. and Kyriakopoulou, D. |
| Title | Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) |
| Creation Date | 2018-02-23 |
| File | EGARCH-bias_corr_AP-II.pdf (273073 bytes) |
| File-Function | First version |
|
Copyright © 2009 [D.I.E.S.S. A.U.E.B.]. All rights reserved. |