Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) process
Year of publication: |
July 2005
|
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Other Persons: | Zadrozny, Peter A. (contributor) |
Publisher: |
München : CESifo |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Momentenmethode | Method of moments |
Extent: | Online-Ressource, 16 p. = 187 KB, text |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 1505 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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