Least squares estimation for Garch (1,1) model with heavy tailed errors

Arie Preminger and Giuseppe Stort

Year of publication:	[2017]
Authors:	Preminger, Arie ; Storti, Giuseppe
Publisher:	[Louvain-la-Neuve] : CORE
Subject:	GARCH (1,1) \| least squares estimation \| heavy tails \| consistency \| asymptotic normality \| two-step estimator \| Schätztheorie \| Estimation theory \| ARCH-Modell \| ARCH model

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