Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

✍ Scribed by Christian Francq; Jean-Michel Zakoïan

• Book ID: 119937553
• Publisher: John Wiley and Sons
• Year: 2012
• Tongue: English
• Weight: 388 KB
• Volume: 80
• Category: Article
• ISSN: 0012-9682
• DOI: 10.3982/ecta9405