Estimation of the maximal moment exponent of a GARCH(1,1) sequence

Econometric Theory

Volumn 19, Issue 4, 2003, Pages 565-586

  Berkes, István ^a   Horváth, Lauds ^b   Kokoszka, Piotr ^c  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^b UNIVERSITY OF UTAH   (United States)

^c UTAH STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041530105     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603194030     Document Type: Article

References (24)

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