MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS (Q4807316)
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scientific article; zbMATH DE number 1911795
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| English | MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS |
scientific article; zbMATH DE number 1911795 |
Statements
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS (English)
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18 May 2003
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0.8571811318397522
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0.8120000958442688
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0.7908473610877991
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0.7889226078987122
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