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~person:"Hafner, Christian M."
~source:"repec"
~subject:"fourth moments"
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Hafner, Christian M.
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Fourth moments of multivariate
GARCH
processes
Hafner, Christian M.
-
Sonderforschungsbereich 373, Quantifikation und …
-
2000
This paper derives conditions for the existence of fourth moments of multivariate
GARCH
processes in the general vector …
Persistent link: https://www.econbiz.de/10010956486
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