Quasi Maximum Exponential Likelihood Estimation of GARCH Model Based on High Frequency Data

LI Lili, ZHANG Xingfa, DENG Chunliang, LI Yuan

Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (5) : 652-664.

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Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (5) : 652-664.

Quasi Maximum Exponential Likelihood Estimation of GARCH Model Based on High Frequency Data

  • LI Lili1, ZHANG Xingfa1, DENG Chunliang2, LI Yuan3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2022, 45(5): 652-664

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