Strong consistency and asymptotic normality of least squares estimators for PGARCH and models
Work
Year: 2010
Type: article
Source: Statistics & Probability Letters
Authors Abdelouahab Bibi, Ines Lescheb
Institution University Frères Mentouri Constantine 1
Cites: 18
Cited by: 10
Related to: 10
FWCI: 0.545
Citation percentile (by year/subfield): 86
Subfield: Finance
Domain: Social Sciences
Open Access status: closed