"Estimating m-regimes STAR-GARCH model using QMLE with parameter ..."

Felix Chan, Billy Theoharakis (2011)

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DOI: 10.1016/J.MATCOM.2010.05.023

access: closed

type: Journal Article

metadata version: 2020-10-26

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Felix Chan, Billy Theoharakis:
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation. Math. Comput. Simul. 81(7): 1385-1396 (2011)

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