M-quantile estimation for GARCH models - Université Paris-Saclay Access content directly
Journal Articles Computational Economics Year : 2023
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hal-04100547 , version 1 (17-05-2023)

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Patrick Ferreira Patrocinio, Valderio A. Reisen, Pascal Bondon, Edson Zambon Monte, Ian Meneghel Danilevicz. M-quantile estimation for GARCH models. Computational Economics, 2023, ⟨10.1007/s10614-023-10398-z⟩. ⟨hal-04100547⟩
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