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Discrete‐Time Approximation of a Cogarch( p , q ) Model and its Estimation

Year of publication:
2018
Authors: Iacus, Stefano M. ; Mercuri, Lorenzo ; Rroji, Edit
Published in:
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 39.2018, 5 (30.05.), p. 787-809
Publisher: Wiley
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Type of publication: Article
Language: English
Other identifiers:
10.1111/jtsa.12406 [DOI]
Source:
Other ZBW resources
Persistent link: https://www.econbiz.de/10012094937
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