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Econometric Reviews Volume 34, 2015 - Issue 6-10: Special Issue in Honor of Aman Ullah
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Original Articles

GARCH Model Estimation Using Estimated Quadratic Variation

John W. Galbraith Department of Economics, McGill University, Montreal, Quebec, Canada
,
Victoria Zinde-Walsh Department of Economics, McGill University, Montreal, Quebec, CanadaCorrespondence[email protected]
&
Jingmei Zhu Department of Economics, McGill University, Montreal, Quebec, Canada
Pages 1172-1192 | Published online: 03 Sep 2014

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Qiang Zhao, Liang Chen & Jingjing Wu. (2022) Robust and efficient estimation of GARCH models based on Hellinger distance. Journal of Applied Statistics 49:15, pages 3976-4002.
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Nawaz Ahmad, Rizwan Raheem Ahmed, Jolita Vveinhardt & Dalia Streimikiene. (2016) Empirical analysis of stock returns and volatility: evidence from Asian stock markets. Technological and Economic Development of Economy 22:6, pages 808-829.
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Esfandiar Maasoumi & Qi Li. (2015) The Special Issue in Honor of Aman Ullah: An Overview. Econometric Reviews 34:6-10, pages 653-658.
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