Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation

Felix Chan, Billy Theoharakis. Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation. Mathematics and Computers in Simulation, 81(7):1385-1396, 2011. [doi]

Authors

Felix Chan

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Billy Theoharakis

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