Estimation and Asymptotic Properties in Periodic GARCH(1, 1) Models

Author: Bibi Abdelouahab   Lescheb Ines  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.19, 2013-10, pp. : 3497-3513

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Abstract