"Characteristic function-based inference for GARCH models with heavy-tailed ..."

Violetta Dalla, Yannis Bassiakos, Simos G. Meintanis (2017)

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DOI: 10.1080/03610918.2015.1060332

access: closed

type: Journal Article

metadata version: 2021-10-14

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Violetta Dalla, Yannis Bassiakos, Simos G. Meintanis:
Characteristic function-based inference for GARCH models with heavy-tailed innovations. Commun. Stat. Simul. Comput. 46(4): 2733-2755 (2017)

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