On periodic EGARCH models
Sadoun, Mohamed; Bentarzi, Mohamed
- 期刊名称Communications in Statistics - Simulation and Computation
- 作者Sadoun, Mohamed; Bentarzi, Mohamed
- 印刷ISSN0361-0918
- 电子ISSN1532-4141
- 文件大小3296.08KB
- 发表时间2020-04-16
- DOI10.1080/03610918.2020.1722833
- 页码1-27