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"A Novel Algorithm for GARCH Model Estimation."

Chenyu Gao, Ziping Zhao, Daniel P. Palomar (2023)

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DOI: 10.1109/SSP53291.2023.10208065

access: closed

type: Conference or Workshop Paper

metadata version: 2023-08-17

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  dblp key:
  - conf/ssp/GaoZP23
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  - https://dblp.org/rec/conf/ssp/GaoZP23
Chenyu Gao, Ziping Zhao, Daniel P. Palomar:
A Novel Algorithm for GARCH Model Estimation. SSP 2023: 210-214

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