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MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS - MaRDI portal

MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (Q4807280)

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scientific article; zbMATH DE number 1911760
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MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
scientific article; zbMATH DE number 1911760

    Statements

    title
    MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (English)
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    author
    Marine Carrasco
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    Xiaohong Chen
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    publication date
    18 May 2003
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    zbMATH DE Number
    1911760
    0 references
    OpenAlex ID
    W2056075622
    0 references
     
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