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Can One Really Estimate Nonstationary GARCH Models ?

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Author Info
Christian Francq ; Jean-Michel Zakoïan (Crest)

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Abstract

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File URL: http://www.crest.fr/content/blogcategory/21/54/
File Format: application/pdf
File Function: Crest working paper version
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Publisher Info
Paper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 2008-06.

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Length: 12
Date of creation: Jun 2008
Date of revision: Jun 2008
Handle: RePEc:crs:wpaper:2008-06

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Related research
Keywords: optimal matching;

Statistics
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This page was last updated on 2009-11-25.

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