A new estimator method for GARCH models
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Publication:978796
DOI10.1140/epjb/e2007-00191-6zbMath1189.91126OpenAlexW2011136621MaRDI QIDQ978796
E. R. Cazaroto, G. M. Favaro, Roberto N. Onody
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1140/epjb/e2007-00191-6
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Statistical methods; economic indices and measures (91B82)
Uses Software
Cites Work
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