Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
[Changli He]
| Year of publication: |
1997
|
|---|---|
| Authors: | He, Changli |
| Published in: |
Statistical properties of GARCH processes. - Stockholm : EFI, ISBN 91-7258-460-2. - 1997, p. 87-102
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| 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/10001301556