MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS
| Year of publication: |
2002
|
|---|---|
| Authors: | He, Changli ; Ter svirta, Timo ; Malmsten, Hans |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 04, p. 868-885
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |