Estimation of ::::k::::-Factor GIGARCH Process: A Monte Carlo Study

Abdou Kå Diongue, Dominique Guégan. Estimation of ::::k::::-Factor GIGARCH Process: A Monte Carlo Study. Communications in Statistics - Simulation and Computation, 37(10):2037-2049, 2008. [doi]

Authors

Abdou Kå Diongue

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Dominique Guégan

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