Stationarity and the existence of moments of a family of GARCH processes.
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Publication:1858910
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- Generalized autoregressive conditional heteroscedasticity
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- Properties of moments of a family of GARCH processes
- Quadratic ARCH Models
- Stationarity of GARCH processes and of some nonnegative time series
- The second moment and the autocovariance function of the squared errors of the GARCH model
- Threshold heteroskedastic models
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- scientific article; zbMATH DE number 2185988 (Why is no real title available?)
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