M-estimation for Periodic GARCH Model with High-frequency Data

Peng-ying FAN, Si-xin WU, Zi-long ZHAO, Min CHEN

Acta Mathematicae Applicatae Sinica(English Series) ›› 2017, Vol. 33 ›› Issue (3) : 717-730.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2017, Vol. 33 ›› Issue (3) : 717-730. DOI: 10.1007/s10255-017-0694-x
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M-estimation for Periodic GARCH Model with High-frequency Data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2017, 33(3): 717-730 https://doi.org/10.1007/s10255-017-0694-x

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