The second moment and the autocovariance function of the...

The second moment and the autocovariance function of the squared errors of the GARCH model

Menelaos Karanasos
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Volume:
90
Year:
1999
Language:
english
Pages:
14
DOI:
10.1016/s0304-4076(98)00032-3
File:
PDF, 122 KB
english, 1999
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