Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models
Crossref DOI link: https://doi.org/10.1007/s11203-017-9160-x
Published Online: 2017-04-24
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aknouche, Abdelhakim
Al-Eid, Eid
Demouche, Nacer
License valid from 2017-04-24