MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS
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Publication:4807316
DOI10.1017/S0266466602184039zbMath1106.62345OpenAlexW2000453804MaRDI QIDQ4807316
Hans Malmsten, Changli He, Timo Teräsvirta
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602184039
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