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Journal Articles Computational Economics Year : 2023

M-quantile estimation for GARCH models

Patrick Ferreira Patrocinio
  • Function : Author
Valderio A. Reisen
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Pascal Bondon
Edson Zambon Monte
  • Function : Author
Ian Meneghel Danilevicz
  • Function : Author
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Dates and versions

hal-04100547 , version 1 (17-05-2023)

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  • HAL Id : hal-04100547 , version 1

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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, inPress. ⟨hal-04100547⟩
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