Stationarity and the existence of moments of a family of GARCH processes
Shiqing Ling; Michael McAleer
| Year of publication: |
2002
|
|---|---|
| Authors: | Ling, Shiqing ; McAleer, Michael |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 106.2002, 1, p. 109-117
|
| Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001634306