Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Econometric Theory |
| Volume | 32 |
| Issue number | 02 |
| Pages (from-to) | 498-531 |
| ISSN | 0266-4666 |
| DOIs | |
| Publication status | Published - Apr 2016 |
ID: 138134885