Title of article :
Minimum distance estimation of GARCH(1,1) models
Author/Authors :
G. Storti، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
GARCH models , Minimum distance estimation , quasi maximum likelihood , Autocovariance function , High frequency
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
