"Estimating GARCH-type models with symmetric stable innovations: Indirect ..."

Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini (2014)

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DOI: 10.1016/J.CSDA.2013.07.028

access: closed

type: Journal Article

metadata version: 2020-02-18

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Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini:
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. Comput. Stat. Data Anal. 76: 158-171 (2014)

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