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Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Mod..:
Ling, Shiqing
;
Zhu, Ke
Journal of Risk and Financial Management. 15 (2022) 2 - p. 90 , 2022
Link:
https://doi.org/10.3390/jrfm15020090
RT Journal T1 <Title>Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.3390_jrfm15020090&Exemplar=1&LAN=DE A1 Ling, Shiqing A1 Zhu, Ke PB MDPI AG YR 2022 SN 1911-8074 JF Journal of Risk and Financial Management VO 15 IS 2 SP 90 LK http://dx.doi.org/https://doi.org/10.3390/jrfm15020090 DO https://doi.org/10.3390/jrfm15020090 SF ELIB - SuUB Bremen
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