Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini. Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. Computational Statistics & Data Analysis, 76:158-171, 2014. [doi]
@article{CalzolariHP14,
title = {Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood},
author = {Giorgio Calzolari and Roxana Halbleib and Alessandro Parrini},
year = {2014},
doi = {10.1016/j.csda.2013.07.028},
url = {http://dx.doi.org/10.1016/j.csda.2013.07.028},
researchr = {https://researchr.org/publication/CalzolariHP14},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {76},
pages = {158-171},
}