Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models
| Year of publication: |
2002
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|---|---|
| Authors: | Ling, Shiqing ; McAleer, Michael |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 3, p. 722-729
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