M-estimation for periodic GARCH model with high-frequency data
Crossref DOI link: https://doi.org/10.1007/s10255-017-0694-x
Published Online: 2017-08-07
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fan, Peng-ying
Wu, Si-xin
Zhao, Zi-long
Chen, Min
License valid from 2017-07-01
