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Estimation of log-GARCH models in the presence of zero returns

Research paper by Genaro Sucarrat, Alvaro Escribano

Indexed on: 22 Dec '17Published on: 16 Jun '17Published in: The European Journal of Finance



Abstract

Authors: Genaro Sucarrat, Alvaro Escribano Article URL: http://www.tandfonline.com/doi/full/10.1080/1351847X.2017.1336452?ai=z4&mi=3fqos0&af=R Citation: The European Journal of Finance Publication Date: 2017-06-16T04:28:45Z Journal: The European Journal of Finance