On the stationarity and existence of moments of the periodic EGARCH process (Q6085032)
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scientific article; zbMATH DE number 7773423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stationarity and existence of moments of the periodic EGARCH process |
scientific article; zbMATH DE number 7773423 |
Statements
On the stationarity and existence of moments of the periodic EGARCH process (English)
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2 December 2023
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periodic EGARCH process
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stationarity
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moments
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Kurtosis coefficient
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autocorrelation function
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