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.

PDF(801 KB)
中国科学院数学与系统科学研究院期刊网
PDF(801 KB)
Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (5) : 652-664.

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

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2022, 45(5): 652-664

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(801 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉