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]
@article{ChanT11-1,
title = {Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation},
author = {Felix Chan and Billy Theoharakis},
year = {2011},
doi = {10.1016/j.matcom.2010.05.023},
url = {http://dx.doi.org/10.1016/j.matcom.2010.05.023},
tags = {model-to-model transformation, meta-model, source-to-source, model transformation, peer-to-peer, Meta-Environment, transformation},
researchr = {https://researchr.org/publication/ChanT11-1},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {81},
number = {7},
pages = {1385-1396},
}