Inference on multiplicative component GARCH without any small-order moment

Christian Francq, Baye Matar Kandji, Jean-Michel Zakoian

Year of publication:	[2022]
Authors:	Francq, Christian ; Kandji, Baye Matar ; Zakoïan, Jean-Michel
Publisher:	Palaiseau, France : Center for Research in Economics and Statistics
Subject:	GARCH-MIDAS \| Moments existence \| QMLE \| Residual Bootstrap \| Tests on boundary parameters \| ARCH-Modell \| ARCH model \| Bootstrap-Verfahren \| Bootstrap approach \| Schätztheorie \| Estimation theory \| Momentenmethode \| Method of moments

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