TY -
GEN
AU - Preminger, Arie
AU - Storti, Giuseppe
TI -
Least squares estimation for Garch (1,1) model with heavy tailed errors
PB - CORE
KW - GARCH (1,1)
KW - least squares estimation
KW - heavy tails
KW - consistency
KW - asymptotic normality
KW - two-step estimator
KW - Graue Literatur
PY - [2017]
BT - CORE discussion papers ; 2017, 15
CY - [Louvain-la-Neuve]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -