Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate garch (P,Q) process
Year of publication: |
2006
|
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Authors: | Zadrozny, Peter A. |
Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 365-379
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Momentenmethode | Method of moments |
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