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Supplemental material - March 2012 Volume 80 Issue 2
Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
Christian Francq
Jean-Michel Zakoïan
Go to:
Data And Programs
;
Data And Programs
- Supplement to "Strict Stationarity Testing and Estimation of Explosive and Stationary GARCH Models"
Christian Francq and Jean-Michel Zakoļan
Description:
This zip file contains the replication files for the manuscript.
View the file (zip file format)
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