On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model
Work
Year: 2019
Type: article
Source: Journal of Time Series Analysis
Authors Stelios Arvanitis, Sofia Anyfantaki
Institution Athens University of Economics and Business
Cites: 12
Cited by: 1
Related to: 10
FWCI: 0.261
Citation percentile (by year/subfield): 50.25
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed