"Quasi-maximum likelihood estimation of GARCH with student distributed noise."

K. Djeddour-Djaballah, L. Kerar (2021)

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DOI: 10.1080/03610918.2019.1580726

access: closed

type: Journal Article

metadata version: 2025-01-19

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K. Djeddour-Djaballah, L. Kerar:
Quasi-maximum likelihood estimation of GARCH with student distributed noise. Commun. Stat. Simul. Comput. 50(5): 1249-1271 (2021)

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