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Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data.

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Bibliographic Details
Title: Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data.
Authors: Zhang, Zhenming1 (AUTHOR), Zhao, Shishun1 (AUTHOR), Cheng, Jianhua1 (AUTHOR) chengjh@jlu.edu.cn, Wang, Anze1 (AUTHOR)
Source: Entropy. Mar2026, Vol. 28 Issue 3, p326. 34p.
Database: Academic Search Ultimate
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ISSN:10994300
DOI:10.3390/e28030326