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Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p (Q3571974)

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scientific article
Language Label Description Also known as
English
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p
scientific article

    Statements

    title
    Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p (English)
    0 references
    author
    Peter A. Zadrozny
    0 references
    publication date
    30 June 2010
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    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    15A18
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    65C60
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    zbMATH DE Number
    5728709
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    OpenAlex ID
    W1525047234
    0 references
     
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