QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

DOI10.1017/S0266466617000512MaRDI QIDQ96759FDOQ96759

Authors: Christian Francq, Le Quyen Thieu 

Publication date: 1 February 2018

Published in: Econometric Theory (Search for Journal in Brave)

Cited In (1)

• garchx

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