Hybrid quantile estimation for asymmetric power GARCH models

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Publication:2116338

DOI10.1016/j.jeconom.2020.05.005OpenAlexW3047736563MaRDI QIDQ2116338

Guodong Li, Ke Zhu, Guochang Wang, Wai Keung Li

Publication date: 16 March 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.09343




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