ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS

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Publication:5187620

DOI10.1017/S0266466609090598zbMath1181.62140OpenAlexW2082274762MaRDI QIDQ5187620

Jiazhu Pan, Oliver B. Linton, Hui Wang

Publication date: 26 February 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609090598



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