Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH-IGARCH models
| Year of publication: |
2007
|
|---|---|
| Authors: | Ling, Shiqing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 140.2007, 2, p. 849-873
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