Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) process:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
Univ., Center for Economic Studies [u.a.]
2005
|
| Series: | CESifo working papers
1505 : Category 10, Empirical and theoretical methods |
| Subjects: | |
| Physical Description: | 16 S. graph. Darst. |
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| id | DE-604.BV026957132 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021618202 |
| oclc_num | 917396063 |
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| owner_facet | DE-188 |
| physical | 16 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Univ., Center for Economic Studies [u.a.] |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Zadrozny, Peter A. Verfasser aut Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) process Peter A. Zadrozny Munich Univ., Center for Economic Studies [u.a.] 2005 16 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 1505 : Category 10, Empirical and theoretical methods Ljapunov-Gleichung (DE-588)4524572-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Parameterschätzung (DE-588)4044614-1 s 2\p DE-604 Ljapunov-Gleichung (DE-588)4524572-1 s 3\p DE-604 CESifo GmbH <München> CESifo working paper series 1505 (DE-604)BV013978326 1505 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Zadrozny, Peter A. Necessary and sufficient restrictions for existence of a unique fourth moment of a univariate GARCH(p,q) process Ljapunov-Gleichung (DE-588)4524572-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| subject_GND | (DE-588)4524572-1 (DE-588)4057630-9 (DE-588)4044614-1 |
| 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_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 | Ljapunov-Gleichung (DE-588)4524572-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| topic_facet | Ljapunov-Gleichung Stochastischer Prozess Parameterschätzung |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT zadroznypetera necessaryandsufficientrestrictionsforexistenceofauniquefourthmomentofaunivariategarchpqprocess |