QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

DOI10.1017/S0266466617000512MaRDI QIDQ96759FDO

Authors Christian Francq, Le Quyen Thieu

Publication date 1 February 2018

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466617000512

Cited in

(1)

• garchx

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