Stationarity and the existence of moments of a family of GARCH processes
Year of publication: |
2002
|
---|---|
Authors: | Ling, Shiqing ; McAleer, Michael |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 106.2002, 1, p. 109-117
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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