Structure and estimation of a class of nonstationary yet nonexplosive GARCH models

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Publication:3103190

DOI10.1111/j.1467-9892.2010.00669.xzbMath1416.62524OpenAlexW1925229583MaRDI QIDQ3103190

Nazim Regnard, Jean-Michel Zakoian

Publication date: 26 November 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00669.x




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