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~isPartOf:"Econometric theory"
~person:"He, Changli"
~subject:"Heteroscedasticity"
~subject:"Panel study"
~subject:"Zeitreihenanalyse"
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An extended constant conditional correlation GARCH model and its fourth-moment structure
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
20
(
2004
)
5
,
pp. 904-926
Persistent link: https://www.econbiz.de/10002265252
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Fourth moment structure of the GARCH(p,q) process
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
15
(
1999
)
6
,
pp. 824-846
Persistent link: https://www.econbiz.de/10001507480
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