Adaptive realized hyperbolic GARCH process: stability and estimation

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Publication:2138236

DOI10.16929/AS/2021.2629.177zbMath1487.60066arXiv2104.14714WikidataQ115508119 ScholiaQ115508119MaRDI QIDQ2138236

El Hadji Dème, Abdou Kâ Diongue, Elhadji Sall

Publication date: 11 May 2022

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.14714







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