Estimation of Parameters in the GARCH(1,1) Model Linda Reiersølmoen Neef Anders Løland Kjersti Aas Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/19/04) Year: 2004 Issue: SAMBA/19/04 Number of pages: 63 Linda Reiersølmoen Neef Senior Research Scientist Anders Løland Research Director SAMBA Kjersti Aas Research Director SAMBA You are here: Home Publications Report Estimation of Parameters in the GARCH(1,1) Model
