Functional GARCH models : the quasi-likelihood approach and its applications

Clément Cerovecki, Christian Francq, Siegfried Hörmann, Jean-Michel Zakoïan

Year of publication:	2019
Authors:	Cerovecki, Clément ; Francq, Christian ; Hörmann, Siegfried ; Zakoïan, Jean-Michel
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 209.2019, 2, p. 353-375
Subject:	Functional QMLE \| Functional time series \| High-frequency volatility models \| Intraday returns \| Stationarity of functional GARCH \| ARCH-Modell \| ARCH model \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Stochastischer Prozess \| Stochastic process

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