Properties of moments of a family of GARCH process
| Hlavní autoři: | , | 
|---|---|
| Korporativní autor: | |
| Typ dokumentu: | Kniha | 
| Jazyk: | angličtina | 
| Rok: | 
      Stockholm :
        Stockholm School of Economics,
    
      1997
     | 
| Edice: | Working paper series in economics and finance;
              no. 198; September 1997             | 
| Témata: |