Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases

2012 ◽  
Vol 15 (3) ◽  
pp. 241-256 ◽  
Author(s):  
Abdelhakim Aknouche
2014 ◽  
Vol 88 (7) ◽  
pp. 705-716 ◽  
Author(s):  
Peiliang Xu ◽  
Jingnan Liu ◽  
Wenxian Zeng ◽  
Yunzhong Shen

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