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 (Q4807307): Difference between revisions
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scientific article; zbMATH DE number 1911787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article; zbMATH DE number 1911787 |
Statements
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 (English)
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18 May 2003
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