The Financial Econometrics Seminar:  Time: 11:00 pm Date: 21th of October 2021 Room : 3001 Baye Matar KANDJI (CREST) "Inference on multiplicative component GARCH without any small-order moment" Abstract :We investigate the existence of strictly stationary solutions and the asymptotic properties of Quasi-Maximum Likelihood (QML) estimation for a class of multiplicative two component (short-term and […]