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The second moment and the autocovariance function of the squared errors of the GARCH model
Karanasos, Menelaos - In: Journal of econometrics 90 (1999) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10001353782
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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10008662982
Cover Image
The second moment and the autocovariance function of the squared errors of the GARCH model
Karanasos, Menelaos - In: Journal of econometrics 90 (1999) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10006786594
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Asymptotics for parametric GARCH-in-Mean models
Conrad, Christian; Mammen, Enno - In: Journal of econometrics 194 (2016) 2, pp. 319-329
Persistent link: https://www.econbiz.de/10011705167
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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-458
Persistent link: https://www.econbiz.de/10008433389