A tour in the asymptotic theory of GARCH estimation

Christian Francq and Jean-Michel Zakoi͏̈an

Year of publication:	2009
Authors:	Francq, Christian ; Zakoïan, Jean-Michel
Published in:	Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 85-111
Subject:	Schätztheorie \| Estimation theory \| ARCH-Modell \| ARCH model

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