FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS (Q4512673)
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scientific article; zbMATH DE number 1525685
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| English | FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS |
scientific article; zbMATH DE number 1525685 |
Statements
FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS (English)
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5 June 2001
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fourth moment
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autocorrelation function
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0.8730036616325378
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0.8402109742164612
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0.8298500180244446
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0.826255202293396
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