On the existence of higher-order moments of periodic GARCH models (Q958952)
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scientific article; zbMATH DE number 5380113
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| English | On the existence of higher-order moments of periodic GARCH models |
scientific article; zbMATH DE number 5380113 |
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On the existence of higher-order moments of periodic GARCH models (English)
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10 December 2008
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0.8603013157844543
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0.8502756953239441
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0.8183628916740417
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0.8149063587188721
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0.8099350333213806
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