Moment structure of a family of first-order exponential GARCH models

Econometric Theory

Volumn 18, Issue 4, 2002, Pages 868-885

  He, C ^b   Teräsvirta, Timo ^a   Malmsten, Hans ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036706340     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602184039     Document Type: Article

References (23)

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