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Author Regnard, Nazim (1)Zakoïan, Jean-Michel (1)Subject Asymptotic Normality (1)

Existence of Nonexplosive Solutions (1)

GARCH (1)

Nonstationary Processes (1)

Quasi-Maximum Likelihood Estimation (1)

Strong Consistency (1)Time-Varying Models (1)... Plus d'options Date Issued 2008 (1)Type de document Document de travail / Working paper (1)

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GARCH (1,1) Models with Exogenously-Driven Volatility: Structure and Estimation

Zakoïan, Jean-Michel; Regnard, Nazim (2008) Document de travail / Working paper

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