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. - Elsevier, ISSN 0304-4076. - Vol. 140.2007, 2, p. 849-873
|
| Publisher: |
Elsevier |