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]
@article{DiongueG08,
title = {Estimation of ::::k::::-Factor GIGARCH Process: A Monte Carlo Study},
author = {Abdou Kå Diongue and Dominique Guégan},
year = {2008},
doi = {10.1080/03610910802304994},
url = {http://dx.doi.org/10.1080/03610910802304994},
researchr = {https://researchr.org/publication/DiongueG08},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {37},
number = {10},
pages = {2037-2049},
}