Settar, A., Fatmi, N. I., & Badaoui, M. (2021). Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500.
Chicago-Zitierstil (17. Ausg.)Settar, A., N. I. Fatmi, und M. Badaoui. Quasi-maximum Likelihood Estimation of the Component-GARCH Model Using the Stochastic Approximation Algorithm with Application to the S&P 500. 2021.
MLA-Zitierstil (8. Ausg.)Settar, A., et al. Quasi-maximum Likelihood Estimation of the Component-GARCH Model Using the Stochastic Approximation Algorithm with Application to the S&P 500. 2021.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.