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Appendix C: Problems

  1. Christian Francq1 and
  2. Jean-Michel Zakoïan1,2

Published Online: 14 JUL 2010

DOI: 10.1002/9780470670057.app4

GARCH Models: Structure, Statistical Inference and Financial Applications

GARCH Models: Structure, Statistical Inference and Financial Applications

How to Cite

Francq, C. and Zakoïan, J.-M. (2010) Appendix C: Problems, in GARCH Models: Structure, Statistical Inference and Financial Applications, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470670057.app4

Author Information

  1. 1

    University Lille 3, Lille, France

  2. 2

    CREST, Paris, France

Publication History

  1. Published Online: 14 JUL 2010
  2. Published Print: 23 JUL 2010

ISBN Information

Print ISBN: 9780470683910

Online ISBN: 9780470670057

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Summary

This appendix contains sections titled:

  • Problem 1

  • Problem 2

  • Problem 3

  • Problem 4

  • Problem 5

  • Problem 6

  • Problem 7

  • Problem 8

  • Problem 9