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

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Publication:3077640

DOI10.1111/j.1467-9892.2008.00598.xzbMath1222.62107OpenAlexW2134809439MaRDI QIDQ3077640

Abdelhakim Aknouche, Abdelouahab Bibi

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00598.x




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