MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
| Year of publication: |
2002
|
|---|---|
| Authors: | Carrasco, Marine ; Chen, Xiaohong |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 01, p. 17-39
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |