GARCH Models (Structure, Statistical Inference and Financial Applications) || Estimating GARCH Models by Quasi-Maximum Likelihood
Francq, Christian; Zakoian, Jean-Michel
- 作者Francq, Christian; Zakoian, Jean-Michel
- 文件大小375.84KB
- 发表时间2019
- DOI10.1002/9781119313472.ch7
- 页码175-215