FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS
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Publication:4512673
DOI10.1017/S0266466699156032zbMath0961.62077MaRDI QIDQ4512673
Publication date: 5 June 2001
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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