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AlternativeestimatorsofthecovariancematrixinGARCHmodels Calzolari,GiorgioandFiorentini,GabrieleandPanattoni,Lorenzo MunichPersonalRePEcArchive

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Munich Personal RePEc Archive

Alternative estimators of the covariance matrix in GARCH models

Calzolari, Giorgio and Fiorentini, Gabriele and Panattoni, Lorenzo

Universita’ di Firenze, Italy., European University Institute, Firenze, Italy., IBM Semea, Livorno, Italy

1993

Online at https://mpra.ub.uni-muenchen.de/24433/

MPRA Paper No. 24433, posted 16 Aug 2010 11:51 UTC

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