Author： Iglesias Emma
Publisher： Taylor & Francis Ltd
ISSN： 0747-4938
Source： Econometric Reviews, Vol.30, Iss.3, 2011-05, pp. : 303-336
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias?
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 4, 2006-08 ,pp. :
Access to resources
Recommend
Small sample properties of GARCH(1,1) estimator under non-normality
By Szegedi A. Wetzel H. Angersbach D. Philipp M. Benkert O. Noh J.
Economics Letters, Vol. 55, Iss. 2, 1997-08 ,pp. :
MCMC-based estimation of Markov Switching ARMA-GARCH models
By Henneke Jan Rachev Svetlozar Fabozzi Frank Nikolov Metodi
Applied Economics, Vol. 43, Iss. 3, 2011-02 ,pp. :
Notes on bias in estimators for simultaneous equation models
Economics Letters, Vol. 75, Iss. 2, 2002-04 ,pp. :