Narrow search
Showing 1 - 4 of 4
Cover Image
Moments and the autocorrelation structure of the exponential GARCH (p,q) process
He, Changli - 2000
Persistent link: https://www.econbiz.de/10001452810
Cover Image
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
Cover Image
Fourth moment structure of the GARCH (p, q) process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000960148
Cover Image
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