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Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&amp;P 500

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Bibliographic Details
Date:	2021
Main Authors:	A. Settar, N. I. Fatmi, M. Badaoui
Format:	Article
Language:	English
Published:	2021
Series:	Mathematical Modeling and Computing
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0001283029
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Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS

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