Fourth-order moments of augmented arch processes (Q4226842)
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scientific article; zbMATH DE number 1253639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourth-order moments of augmented arch processes |
scientific article; zbMATH DE number 1253639 |
Statements
Fourth-order moments of augmented arch processes (English)
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21 September 1999
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times series
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conditional heteroskedasticity
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higher-order moments
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0.8672679
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0.8493662
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0.83680046
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0.8233454
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0.82297266
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0.8227798
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0.82160974
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