• Published

  M-Estimation in GARCH Models in the Absence of Higher-Order Moments

  Hallin, M., Liu, H. & Mukherjee, K., 1/06/2023, Research papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. 1 ed. Singapore: Springer, p. 195-219 25 p.

  Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

• Published

  R-estimators in GARCH models: asymptotics and applications

  Liu, H. & Mukherjee, K., 31/12/2021, In: The Econometrics Journal. 25, 1, p. 98-113 16 p.

  Research output: Contribution to Journal/Magazine › Journal article › peer-review

• Published

  Bootstrapping M-estimators in GARCH models

  Mukherjee, K., 1/09/2020, In: Biometrika. 107, 3, p. 753-760 8 p.

  Research output: Contribution to Journal/Magazine › Journal article › peer-review

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