Empirical Likelihood Parametric Estimation for GARCH-M Models

LI Yuan, CAI Fengjing, SUN Yan, ZHAO Haiqing

Acta Mathematicae Applicatae Sinica ›› 2014, Vol. 37 ›› Issue (3) : 557-571.

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Acta Mathematicae Applicatae Sinica ›› 2014, Vol. 37 ›› Issue (3) : 557-571. DOI: 10.12387/C2014051

Empirical Likelihood Parametric Estimation for GARCH-M Models

  • LI Yuan1,2, CAI Fengjing3, SUN Yan4, ZHAO Haiqing4,5
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2014, 37(3): 557-571 https://doi.org/10.12387/C2014051

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