Kurtosis of GARCH and stochastic volatility models with non-normal innovations (Q1810673): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+Properties of moments of a family of GARCH processes
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
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+Publication:1810673