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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"MPRA Paper"
~person:"Cai, Sixiang"
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Extremal behavior of finite EG...
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Parametric inference and forecasting in continuously invertible volatility models
Wintenberger, Olivier
;
Cai, Sixiang
-
Volkswirtschaftliche Fakultät, …
-
2011
results on univariate and multivariate GARCH type models where our estimator coincides with the QMLE. In the
EGARCH
(1,1)model …
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