Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500 / Settar, A., Fatmi, N. I., Badaoui, M. (2021)
web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0001283029
Mathematical Modeling and Computing  А - 2020 /  Issue (2021, Vol. 8, Num. 3)
Settar A., Fatmi N. I., Badaoui M.
Quasi-maximum likelihood estimation of the Component-GARCH model using the stochastic approximation algorithm with application to the S&P 500
Cite:
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. Mathematical Modeling and Computing, 8 (3), 379-390. http://jnas.nbuv.gov.ua/article/UJRN-0001283029 | |
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