Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes
Work
Year: 2008
Type: article
Source: Journal of Time Series Analysis
Authors Abdelhakim Aknouche, Abdelouahab Bibi
Cites: 39
Cited by: 45
Related to: 10
FWCI: 3.722
Citation percentile (by year/subfield): 94.37
Subfield: Finance
Domain: Social Sciences
Open Access status: closed