The second moment and the autocovariance function of the squared errors of the GARCH model
| Year of publication: |
1999
|
|---|---|
| Authors: | Karanasos, Menelaos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 90.1999, 1, p. 63-76
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