Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Year of publication: |
2006
|
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Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 5, p. 815-834
|
Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
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