Fourth moment structure of a family of first-order exponential GARCH models

Autor: He, Changli, Malmsten, Hans, Teräsvirta, Timo, 1941-, Changli He, Timo Teräsvirta, Hans Malmsten
Rok: 1999

Properties of moments of a family of GARCH process

Autor: He, Changli, Teräsvirta, Timo, 1941-, Changli He, Timo Teräsvirta
Rok: 1997

Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints

Autor: He, Changli, Teräsvirta, Timo, 1941-, Changli He, Timo Teräsvirta
Rok: 1997

Fourth moment structure of the GARCH (p, q) process

Autor: He, Changli, Teräsvirta, Timo, 1941-, Changli He, Timo Teräsvirta
Rok: 1997

Statistical properties of the asymmetric power ARCH process

Autor: He, Changli, Teräsvirta, Timo, 1941-, Changli He, Timo Teräsvirta
Rok: 1997