Properties of moments of a family of GARCH processes

Properties of moments of a family of GARCH processes

Changli He, Timo Teräsvirta
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
92
Year:
1999
Language:
english
Pages:
20
DOI:
10.1016/s0304-4076(98)00089-x
File:
PDF, 164 KB
english, 1999
Conversion to is in progress
Conversion to is failed