ARTICLES - Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models
| Year of publication: |
2002
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|---|---|
| Authors: | Carrasco, Marine ; Chen, Xiaohong |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 1, p. 17-39
|