Moment Structure of a Family of First-Order Exponential GARCH Models
| Year of publication: |
2002
|
|---|---|
| Authors: | He, Changli ; Teräsvirta, Timo ; Malmsten, Hans |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 4, p. 868-885
|