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Fourth moment structure of a family of first-order exponential GARCH models
He, Changli; Teräsvirta, Timo; Malmsten, Hans - 1999
Persistent link: https://www.econbiz.de/10001438416
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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Fourth moment structure of the GARCH(p,q) process
He, Changli; Teräsvirta, Timo - In: Econometric theory 15 (1999) 6, pp. 824-846
Persistent link: https://www.econbiz.de/10001507480
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971355
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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492
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Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli - In: Statistical properties of GARCH processes, (pp. 87-102). 1997
Persistent link: https://www.econbiz.de/10001301556
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Fourth moment structure of the GARCH (p, q) process
He, Changli - In: Statistical properties of GARCH processes, (pp. 57-86). 1997
Persistent link: https://www.econbiz.de/10001301557
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Statistical properties of the asymmetric power ARCH process
He, Changli - In: Statistical properties of GARCH processes, (pp. 39-56). 1997
Persistent link: https://www.econbiz.de/10001301558
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Properties of moments of a family of GARCH process
He, Changli - In: Statistical properties of GARCH processes, (pp. 11-38). 1997
Persistent link: https://www.econbiz.de/10001301559