Ling, Shiqing (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]
Although econometricians have been using Bollerslev’s (1986) GARCH (r, s) model for over a decade, the higher-order moment structure of the model remains unresolved. The sufficient condition for the existence of the higherorder moments of the GARCH (r, s) model was given by Ling (1999a). This...
