Restricted normal mixture QMLE for non-stationary TGARCH(1,...

Science China Mathematics 2014 / 07 Vol. 57; Iss. 7

Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models

Wang, Hui, Pan, JiaZhu
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Volume:
57
Language:
english
Journal:
Science China Mathematics
DOI:
10.1007/s11425-014-4815-1
Date:
July, 2014
File:
PDF, 307 KB
english, 2014
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