Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
Article first published online: 14 OCT 2013
© 2013 Board of the Foundation of the Scandinavian Journal of Statistics.
Scandinavian Journal of Statistics
Volume 40, Issue 4, pages 846–867, December 2013
How to Cite
Wintenberger, O. (2013), Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model. Scandinavian Journal of Statistics, 40: 846–867. doi: 10.1111/sjos.12038
- Issue published online: 25 NOV 2013
- Article first published online: 14 OCT 2013
- Manuscript Accepted: 25 JUL 2013
- Manuscript Received: 21 DEC 2012
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