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"Robust recursive estimation of GARCH models."

Tomás Cipra, Radek Hendrych (2018)

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DOI: 10.14736/KYB-2018-6-1138

access: open

type: Journal Article

metadata version: 2023-09-30

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  - journals/kybernetika/CipraH18
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  - https://dblp.org/rec/journals/kybernetika/CipraH18
Tomás Cipra, Radek Hendrych:
Robust recursive estimation of GARCH models. Kybernetika 54(6): 1138-1155 (2018)

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