Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167): Difference between revisions

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+https://doi.org/10.1046/j.0143-9782.2003.01771.x
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+W3124123880
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@@ Property / cites work @@
+Estimation of GARCH Models from the Autocorrelations of the Squares of a Process
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+Generalized autoregressive conditional heteroscedasticity
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Stationarity of GARCH processes and of some nonnegative time series
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+Q4137964
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+Properties of moments of a family of GARCH processes
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+The autocorrelation structure for the GARCH-M process
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+The second moment and the autocovariance function of the squared errors of the GARCH model
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+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
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+Q5445942
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