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Properties of moments of a family of GARCH processes

, and . Journal of Econometrics, 92 (1): 173--192 (September 1999)

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Other publications of authors with the same name

Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints, and . Journal of Time Series Analysis, 20 (1): 23--30 (Jan 1, 1999)doi: 10.1111/1467-9892.00123.Properties of moments of a family of GARCH processes, and . Journal of Econometrics, 92 (1): 173--192 (September 1999)