Full versus quasi MLE for ARMA-GARCH models with infinitely divisible innovations

• 期刊名称Applied Economics
• 作者Goode, Jimmie; Kim, Young Shin; Fabozzi, Frank J.
• 卷第47卷
• 期第48期
• 印刷ISSN0003-6846
• 电子ISSN1466-4283
• 文件大小294.86KB
• 发表时间2015-10-14
• DOI10.1080/00036846.2015.1042203
• 页码5147-5158