Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence
Article first published online: 28 OCT 2002
Copyright © 2002 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Modelling and Forecasting Financial Volatility
Volume 17, Issue 5, pages 509–534, September/October 2002
How to Cite
Chan, F. and McAleer, M. (2002), Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence. J. Appl. Econ., 17: 509–534. doi: 10.1002/jae.686
- Issue published online: 28 OCT 2002
- Article first published online: 28 OCT 2002
- Manuscript Revised: 3 JUN 2002
- Manuscript Received: 19 NOV 2001
- University of Western Australia
- Australian Research Council
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