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Article: Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models

TitleSelf-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models
Authors
Ling, SZhu, K
Issue Date2022
Citation
Journal of Risk and Financial Management, 2022, v. 15, p. 90 How to Cite?
DOI: http://dx.doi.org/10.3390/jrfm15020090
Persistent Identifierhttp://hdl.handle.net/10722/320601
ISI Accession Number ID
WOS:000769706600001

 

DC FieldValueLanguage
dc.contributor.authorLing, S-
dc.contributor.authorZhu, K-
dc.date.accessioned2022-10-21T07:56:24Z-
dc.date.available2022-10-21T07:56:24Z-
dc.date.issued2022-
dc.identifier.citationJournal of Risk and Financial Management, 2022, v. 15, p. 90-
dc.identifier.urihttp://hdl.handle.net/10722/320601-
dc.languageeng-
dc.relation.ispartofJournal of Risk and Financial Management-
dc.titleSelf-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models-
dc.typeArticle-
dc.identifier.emailZhu, K: mazhuke@hku.hk-
dc.identifier.authorityZhu, K=rp02199-
dc.identifier.doi10.3390/jrfm15020090-
dc.identifier.hkuros340428-
dc.identifier.volume15-
dc.identifier.spage90-
dc.identifier.epage90-
dc.identifier.isiWOS:000769706600001-

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