Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes-Reference-Cited by-同舟云学术

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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Published:2004-08-01 Issue:4 Volume:10 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Francq Christian¹,Zakoïan Jean-Michel²

Affiliation:

1. Université Lille 3, GREMARS

2. Université Lille 3, GREMARS and CREST

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

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