Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167)
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scientific article; zbMATH DE number 2118729
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| English | Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models |
scientific article; zbMATH DE number 2118729 |
Statements
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (English)
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24 November 2004
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autocovariance function
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strict stationarity
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ergodicity
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0.79438716173172
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0.7916132211685181
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0.780619740486145
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0.774747908115387
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