Francq, Christian and Zakoian, Jean-Michel (2009): Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models. Unpublished.
Regnard, Nazim and Zakoian, Jean-Michel (2010): A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices. Unpublished.
