Author:
Chan Ngai Hang,Peng Liang,Zhang Rongmao
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference23 articles.
1. Basrak B, Davis RA, Mikosch T (2002) Regular variation of GARCH processes. Stoch Process Appl 99:95–115
2. Berkes I, Horváth L, Kokoszka P (2003a) Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Econom Theory 19:565–586
3. Berkes I, Horváth L, Kokoszka P (2003b) GARCH processes: structure and estimation. Bernoulli 9:201–207
4. Chen SX, Van Keilegom I (2009) A review on empirical likelihood methods for regression. Test 18:415–447
5. Cont R, Tankov P (2004) Financial modeling with jump processes. Chapman and Hall, New York
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献