Inference in GARCH when some coefficients are equal to zero
Year of publication: |
2006-07-04
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Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
Institutions: | Society for Computational Economics - SCE |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 64 |
Classification: | C13 - Estimation ; C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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