Properties of moments of a family of GARCH processes
Year of publication: |
1997
|
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Authors: | He, Changli ; Teräsvirta, Timo |
Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
Publisher: |
Stockholm : Economic Research Inst. |
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Extent: | 35 S. : graph. Darst |
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Series: | Working paper series in economics and finance. - Stockholm, ISSN 1104-4705, ZDB-ID 2544046-9. - Vol. 198 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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