Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate garch (P,Q) process
Peter A. Zadrozny
| Year of publication: |
2006
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|---|---|
| Authors: | Zadrozny, Peter A. |
| Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 365-379
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| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Momentenmethode | Method of moments |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331419