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)
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scientific article; zbMATH DE number 1911787
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| 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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0.8502756953239441
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0.8298500180244446
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0.8186052441596985
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0.797059178352356
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