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QMLE for Periodic Time-Varying Asymmetric $$\log $$ GARCH Models

Crossref DOI link: https://doi.org/10.1007/s40304-019-00193-4

Published Online: 2019-12-11

Published Print: 2021-09

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

Authors

Ghezal, Ahmed
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Text and Data Mining valid from 2019-12-11

Version of Record valid from 2019-12-11
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Article History

Received: 22 August 2018

Revised: 11 February 2019

Accepted: 9 July 2019

First Online: 11 December 2019