Fourier-type estimation of the power GARCH model with stable-Paretian innovations
Crossref DOI link: https://doi.org/10.1007/s00184-015-0560-x
Published Online: 2015-09-19
Published Print: 2016-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Francq, Christian
Meintanis, Simos G.
Text and Data Mining valid from 2015-09-19