Fourth moment structure of the GARCH(p,q) process
Year of publication: |
1999
|
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Authors: | He, Changli ; Teräsvirta, Timo |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 6, p. 824-846
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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