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The 2nd moment and the autocovariance function of the squared errors of the GARCH model

Menelaos Karanasos

Publication Data

Title The 2nd moment and the autocovariance function of the squared errors of the GARCH model
Alternative Title Second moment and the autocovariance function of the squared errors of the GARCH model
Author Menelaos Karanasos
Contributor
Publisher Department of Economics, Keele University
Publication date 1998
Publication location Keele
Language English

Topics

Econometric models

Catalogue Data

OBNB ID GB9830263
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 15p.

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The 2nd moment and the autocovariance function of the squared errors of the GARCH model by Menelaos Karanasos. Published by Department of Economics, Keele University in 1998. Publication and catalogue information, links to buy online and reader comments.