On the existence of higher-order moments of periodic GARCH models (Q958952): Difference between revisions

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+https://doi.org/10.1016/j.spl.2008.06.010
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+W2024794258
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+Model-building problem of periodically correlated \(m\)-variate moving average processes
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+ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
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+Q5560061
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+Generalized autoregressive conditional heteroscedasticity
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+Stationarity of GARCH processes and of some nonnegative time series
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+On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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+Stationarity and the existence of moments of a family of GARCH processes.
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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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+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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