Work

GMM estimation and asymptotic properties in periodic GARCH(1, 1) models

Year: 2025

Type: article

Source: Monte Carlo Methods and Applications

DOI: 10.1515/mcma-2025-2019

Author: Ines Lescheb

Institution: University Frères Mentouri Constantine 1

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414633608

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Cites: 12

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