Robust estimation and inference for heavy tailed GARCH
- 期刊名称Bernoulli
- 作者Hill, Jonathan B.
- 卷第21卷
- 期第3期
- 印刷ISSN1350-7265
- 文件大小434.04KB
- 发表时间2015-08
- DOI10.3150/14-BEJ616
- 页码1629-1669
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