Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process:
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CESifo
2005
|
| Series: | CESifo working papers
1505 : Category 10, Empirical and theoretical methods |
| Subjects: | |
| Item Description: | Literaturverz. S. 14 - 16 |
| Physical Description: | 16 S. graph. Darst. |
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Record in the Search Index
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| author | Zadrozny, Peter |
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| index_date | 2024-07-02T16:19:54Z |
| indexdate | 2024-07-09T20:51:46Z |
| institution | BVB |
| language | English |
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| physical | 16 S. graph. Darst. |
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| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Zadrozny, Peter Verfasser aut Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process Peter A. Zadrozny Munich CESifo 2005 16 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 1505 : Category 10, Empirical and theoretical methods Literaturverz. S. 14 - 16 Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Ljapunov-Gleichung (DE-588)4524572-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s DE-604 Stochastischer Prozess (DE-588)4057630-9 s Ljapunov-Gleichung (DE-588)4524572-1 s CESifo working papers 1505 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 1505 |
| spellingShingle | Zadrozny, Peter Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process CESifo working papers Parameterschätzung (DE-588)4044614-1 gnd Ljapunov-Gleichung (DE-588)4524572-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4044614-1 (DE-588)4524572-1 (DE-588)4057630-9 |
| title | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process |
| title_auth | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process |
| title_exact_search | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process |
| title_exact_search_txtP | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process |
| title_full | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process Peter A. Zadrozny |
| title_fullStr | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process Peter A. Zadrozny |
| title_full_unstemmed | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process Peter A. Zadrozny |
| title_short | Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH (P,Q) Process |
| title_sort | necessary and sufficient restrictions for existence of a unique fourth moment of a univariate garch p q process |
| topic | Parameterschätzung (DE-588)4044614-1 gnd Ljapunov-Gleichung (DE-588)4524572-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Parameterschätzung Ljapunov-Gleichung Stochastischer Prozess |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT zadroznypeter necessaryandsufficientrestrictionsforexistenceofauniquefourthmomentofaunivariategarchpqprocess |