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A new estimator method for GARCH models (2007)

  • Authors:
  • USP affiliated authors: ONODY, ROBERTO NICOLAU - IFSC
  • USP Schools: IFSC
  • DOI: 10.1140/epjb/e2007-00191-6
  • Subjects: ECONOMIA; NEGÓCIOS; MECÂNICA ESTATÍSTICA
  • Language: Inglês
  • Imprenta:
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    Informações sobre o DOI: 10.1140/epjb/e2007-00191-6 (Fonte: oaDOI API)
    • Este periódico é de assinatura
    • Este artigo NÃO é de acesso aberto
    • Cor do Acesso Aberto: closed
    Informações sobre o Citescore
  • Título: European Physical Journal B

    ISSN: 1434-6028

    Citescore - 2017: 1.2

    SJR - 2017: 0.43

    SNIP - 2017: 0.596


  • Exemplares físicos disponíveis nas Bibliotecas da USP
    BibliotecaCód. de barrasNúm. de chamada
    IFSC89013574PROD013574
    How to cite
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    • ABNT

      ONODY, Roberto Nicolau; FAVARO, Guilherme Martinatti; CAZAROTO, Érike R. A new estimator method for GARCH models. European Physical Journal B, New York, Springer-Verlag, v. 57, p. 487-493, 2007. DOI: 10.1140/epjb/e2007-00191-6.
    • APA

      Onody, R. N., Favaro, G. M., & Cazaroto, É. R. (2007). A new estimator method for GARCH models. European Physical Journal B, 57, 487-493. doi:10.1140/epjb/e2007-00191-6
    • NLM

      Onody RN, Favaro GM, Cazaroto ÉR. A new estimator method for GARCH models. European Physical Journal B. 2007 ; 57 487-493.
    • Vancouver

      Onody RN, Favaro GM, Cazaroto ÉR. A new estimator method for GARCH models. European Physical Journal B. 2007 ; 57 487-493.

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