@article{ferreirapatrocinio:hal-04100547, TITLE = {{M-quantile estimation for GARCH models}}, AUTHOR = {Ferreira Patrocinio, Patrick and Reisen, Valderio A. and Bondon, Pascal and Monte, Edson Zambon and Meneghel Danilevicz, Ian}, URL = {https://universite-paris-saclay.hal.science/hal-04100547}, JOURNAL = {{Computational Economics}}, PUBLISHER = {{Springer Verlag}}, YEAR = {2023}, HAL_ID = {hal-04100547}, HAL_VERSION = {v1}, }