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Cascone, Marcos H.; Hotta, Luiz K. Quasi-maximum likelihood estimation of GARCH models in the presence of missing values. (English) Zbl 07193725 J. Stat. Comput. Simulation 89, No. 2, 292-314 (2019). MSC: 62M10 91B70 91B84 PDFBibTeX XMLCite \textit{M. H. Cascone} and \textit{L. K. Hotta}, J. Stat. Comput. Simulation 89, No. 2, 292--314 (2019; Zbl 07193725) Full Text: DOI