On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model

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Publication:5111848

DOI10.1111/JTSA.12494zbMath1454.62251OpenAlexW2957768771WikidataQ127518735 ScholiaQ127518735MaRDI QIDQ5111848

Stelios Arvanitis, Sofia Anyfantaki

Publication date: 27 May 2020

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

Full work available at URL: https://doi.org/10.1111/jtsa.12494







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