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Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares

Crossref DOI link: https://doi.org/10.1007/s10614-018-9876-8

Published Online: 2018-12-17

Published Print: 2020-01

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Midiliç, Murat https://orcid.org/0000-0001-7786-5609
Funding

Funding for this research was provided by:

Bijzonder Onderzoeksfonds
License Information

Text and Data Mining valid from 2018-12-17
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Article History

Accepted: 2 December 2018

First Online: 17 December 2018