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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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Fourth moment structure of the GARCH (p, q) process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000960148
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Moment stucture of a family of first-order exponential GARCH models
He, Changli; Teräsvirta, Timo; Malmsten, Hans - In: Econometric theory 18 (2002) 4, pp. 868-885
Persistent link: https://www.econbiz.de/10001687472