The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model
| Year of publication: |
1998
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| Authors: | Karanasos, Menelaos |
| Institutions: | Centre for Economic Research, School of Economics and Management Studies |
| Series: | Keele Department of Economics Discussion Papers (1995-2001). - ISSN 1352-8955. |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Econometrics, 1999, Vol. 90, pages 63-76. |
| Source: |
Persistent link: https://www.econbiz.de/10005181745