中国科学院数学与系统科学研究院期刊网
M-estimation for Periodic GARCH Model with High-frequency Data
Peng-ying FAN, Si-xin WU, Zi-long ZHAO, Min CHEN
M-estimation for Periodic GARCH Model with High-frequency Data
Peng-ying FAN, Si-xin WU, Zi-long ZHAO, Min CHEN
应用数学学报(英文版) . 2017, (3): 717 -730 .  DOI: 10.1007/s10255-017-0694-x