Fourth moment structure of a family of first-order exponential GARCH models
Changli He
| Year of publication: |
1999
|
|---|---|
| Authors: | He, Changli ; Teräsvirta, Timo ; Malmsten, Hans |
| Publisher: |
Stockholm |
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Momentenmethode | Method of moments |
| Extent: | 24 S graph. Darst |
|---|---|
| Series: | SSE EFI working paper series in economics and finance. - Stockholm, ISSN 1403-8285, ZDB-ID 2544048-2. - Vol. 345 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001438416