Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes

By Abdelhakim Aknouche, Abdelouahab Bibi. 2009

64 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1590c850ba546e1646da89f81112b281c3f6a91b