Non-Gaussian Quasi Maximum Likelihood Estimation (NGQMLE) for GARCH Model with Heavy-tailed Innovation A PROJECT SUBMITTED TO THE FACULTY OF UNIVERSITY OF MINNESOTA BY Qiaozhi Li IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF MASTER OF SCIENCE Advisors:

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@inproceedings{James2016NonGaussianQM, title={Non-Gaussian Quasi Maximum Likelihood Estimation (NGQMLE) for GARCH Model with Heavy-tailed Innovation A PROJECT SUBMITTED TO THE FACULTY OF UNIVERSITY OF MINNESOTA BY Qiaozhi Li IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF MASTER OF SCIENCE Advisors:}, author={Kang James and Barry L James and Douglas Dunham}, year={2016} }