Quasi-maximum Exponential Likelihood Estimators for GARCH Models based on High Frequency Data

Quasi-maximum Exponential Likelihood Estimators for GARCH Models based on High Frequency Data

HUANG Jinshan, CHEN Min

Acta Mathematicae Applicatae Sinica ›› 2014, Vol. 37 ›› Issue (6) : 1005-1017.

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中国科学院数学与系统科学研究院期刊网

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Acta Mathematicae Applicatae Sinica ›› 2014, Vol. 37 ›› Issue (6) : 1005-1017. DOI: 10.12387/C2014089

Quasi-maximum Exponential Likelihood Estimators for GARCH Models based on High Frequency Data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2014, 37(6): 1005-1017 https://doi.org/10.12387/C2014089

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