2008, English, Article, Journal or magazine article edition: Estimation of k-Factor GIGARCH process: A Monte Carlo study Diongue, Abdou Ka; Guegan, Dominique

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Bookmark: http://trove.nla.gov.au/version/50019082
Physical Description
  • journal article
Published
  • Taylor and Francis Inc., 2008
Language
  • English

Edition details

Title
  • Estimation of k-Factor GIGARCH process: A Monte Carlo study
Author
  • Diongue, Abdou Ka
  • Guegan, Dominique
Published
  • Taylor and Francis Inc., 2008
Physical Description
  • journal article
Part Of
  • QUT Business School
Subjects
Language
  • English
Related Resource
  • Diongue, Abdou Ka &‚Äč Guegan, Dominique (2008) Estimation of k-Factor GIGARCH process: A Monte Carlo study. Communications in Statistics: Simulation and Computation, 37(10), pp. 2037-2049.
Identifier
  • oai:eprints.qut.edu.au:30724

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