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

DOI10.1016/S0731-9053(05)20013-0zbMath1190.62168OpenAlexW1525047234MaRDI QIDQ3571974

Peter A. Zadrozny

Publication date: 30 June 2010

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0731-9053(05)20013-0

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalues, singular values, and eigenvectors (15A18)

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