A Tour in the Asymptotic Theory of GARCH Estimation

Christian Francq and Jean-Michel Zakoïan
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Jean-Michel Zakoïan: LFA - Laboratoire de Finance Assurance - Centre de Recherche en Économie et Statistique (CREST) - Groupe ENSAE-ENSAI - Groupe des Écoles Nationales d'Économie et Statistique, EQUIPPE - Economie Quantitative, Intégration, Politiques Publiques et Econométrie - Université de Lille, Sciences et Technologies - Université de Lille, Sciences Humaines et Sociales - PRES Université Lille Nord de France - Université de Lille, Droit et Santé

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Date: 2009-02-10
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Published in Handbook of Financial Time Series, Springer Berlin Heidelberg, pp.85-111, 2009, ⟨10.1007/978-3-540-71297-8_4⟩

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Related works:
Chapter: A Tour in the Asymptotic Theory of GARCH Estimation (2009)
Working Paper: A Tour in the Asymptotic Theory of GARCH Estimation (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417896

DOI: 10.1007/978-3-540-71297-8_4

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