APA (7th ed.) Citation

Pauly, R., & Kosater, P. (2005). Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution: A robustness study (Preliminary version.). Univ., Inst. für Empirische Wirtschaftsforschung.

Chicago Style (17th ed.) Citation

Pauly, Ralf, and Peter Kosater. Small-sample Properties of Estimators in an ARCH(1) and GARCH(1,1) Model with a Generalized Error Distribution: A Robustness Study. Preliminary version. Osnabrück: Univ., Inst. für Empirische Wirtschaftsforschung, 2005.

MLA (9th ed.) Citation

Pauly, Ralf, and Peter Kosater. Small-sample Properties of Estimators in an ARCH(1) and GARCH(1,1) Model with a Generalized Error Distribution: A Robustness Study. Preliminary version. Univ., Inst. für Empirische Wirtschaftsforschung, 2005.