A conditional least squares approach to PGARCH and PARMA–PGARCH time series estimation
2010 ◽
Vol 348
(21-22)
◽
pp. 1211-1216
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1995 ◽
Vol 16
(5)
◽
pp. 509-529
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1994 ◽
Vol 29
(1)
◽
pp. 89-96
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2020 ◽
Vol 80
◽
pp. 103900
Keyword(s):
1985 ◽
Vol 27
(3)
◽
pp. 357-374
◽
2018 ◽
Vol 9
(3)
◽
pp. 240
Keyword(s):
2000 ◽
Vol 105
(B5)
◽
pp. 11083-11100
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