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Article
A Closed-form Estimator for the GARCH(1,1) Model
Econometric Theory (2006)
  • Dennis Kristensen, Columbia University
  • Oliver Linton
Disciplines
Publication Date
2006
Citation Information
Dennis Kristensen and Oliver Linton. "A Closed-form Estimator for the GARCH(1,1) Model" Econometric Theory (2006)
Available at: http://works.bepress.com/dennis_kristensen/9/