Least absolute deviations estimation for ARCH and GARCH models

L. Peng
2003 Biometrika  
Original citation: Peng, Liang and Yao, Qiwei (2003) Least absolute deviations estimation for ARCH and GARCH models. Biometrika, 90 (4). pp. 967-975.
doi:10.1093/biomet/90.4.967 fatcat:ssuvpz4p7ncn7b6kcma2affi3m