I would like to thank the anonymous referee for making useful comments to improve this paper.
ROBUST ESTIMATION FOR THE ORTHOGONAL GARCH MODEL †
Article first published online: 29 AUG 2012
DOI: 10.1111/j.1467-9957.2012.02315.x
© 2012 The Author. The Manchester School © 2012 Blackwell Publishing Ltd and The University of Manchester
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IQBAL, F. (2012), ROBUST ESTIMATION FOR THE ORTHOGONAL GARCH MODEL . The Manchester School. doi: 10.1111/j.1467-9957.2012.02315.x
- †
Manuscript received 15.12.11; final version received 22.4.12.
- ‡
I would like to thank the anonymous referee for making useful comments to improve this paper.
Publication History
- Article first published online: 29 AUG 2012
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