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"M-estimators of some GARCH-type models; computation and application."

Farhat Iqbal, Kanchan Mukherjee (2010)

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DOI: 10.1007/S11222-009-9135-X

access: closed

type: Journal Article

metadata version: 2020-03-25

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Farhat Iqbal, Kanchan Mukherjee:
M-estimators of some GARCH-type models; computation and application. Stat. Comput. 20(4): 435-445 (2010)

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