NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS

DOI10.1017/S0266466602183071zbMATH Open1110.62332MaRDI QIDQ4807307FDOQ4807307

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

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scientific article; zbMATH DE number 1960952

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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