Les modèles de classe ARCH

Hervé Alexandre () and M.C. Pichery

Institut des Mathématiques Economiques – Document de travail de l’I.M.E. (1974-1993) from Institut des Mathématiques Economiques. LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS, Université de Bourgogne

Keywords: processus ARCH, GARCH; méthode d’estimation; procédure de test (search for similar items in EconPapers)
Pages: 20 pages
Date: 1993
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Working Paper: Les modeles de classe ARC (1993)
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