The second moment and the autocovariance function of the squared errors of the GARCH model (Q1305661)
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scientific article; zbMATH DE number 1342885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The second moment and the autocovariance function of the squared errors of the GARCH model |
scientific article; zbMATH DE number 1342885 |
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The second moment and the autocovariance function of the squared errors of the GARCH model (English)
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1999
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Autocovariance
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GARCH model
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N-component
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Fourth moment
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