Moment Structure of a Family of First-Order Exponential...

Moment Structure of a Family of First-Order Exponential GARCH Models

Changli He, Timo Teräsvirta and Hans Malmsten
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Volume:
18
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533416
Date:
August, 2002
File:
PDF, 1.49 MB
english, 2002
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