Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models

Autor:	Carrasco, Marine, Chen, Xiaohong
Zdroj:	Econometric Theory, 2002 Feb 01. 18(1), 17-39.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/3533024 Zobrazit plný text záznamu