Asymptotic Properties of QML Estimation of Multivariate Periodic CCC − GARCH Models
Crossref DOI link: https://doi.org/10.3103/S106653071803002X
Published Online: 2018-10-17
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bibi, A.
Text and Data Mining valid from 2018-07-01
Article History
Received: 25 October 2017
Accepted: 25 June 2018
First Online: 17 October 2018