AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE (Q5696353): Difference between revisions

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+MaRDI publication profile
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+Common Persistence in Conditional Variances
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Generalized autoregressive conditional heteroscedasticity
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+The second moment and the autocovariance function of the squared errors of the GARCH model
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+Properties of moments of a family of GARCH processes
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+Publication:5696353