"Estimation of k-Factor GIGARCH Process: A Monte Carlo Study."

Abdou Kâ Diongue, Dominique Guégan (2008)

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DOI: 10.1080/03610910802304994

access: closed

type: Journal Article

metadata version: 2020-05-10

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Abdou Kâ Diongue, Dominique Guégan:
Estimation of k-Factor GIGARCH Process: A Monte Carlo Study. Commun. Stat. Simul. Comput. 37(10): 2037-2049 (2008)

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