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Moments of the ARMA-EGARCH model

Lookup NU author(s): Professor Menelaos Karanasos

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Publication metadata

Author(s): Karanasos M; Kim J

Publication type: Article

Publication status: Published

Journal: Econometrics Journal

Year: 2003

Volume: 6

Issue: 1

Pages: 146-166

ISSN (print): 1368-4221

ISSN (electronic): 1368-423X

Publisher: Wiley-Blackwell Publishing Ltd.

URL: http://dx.doi.org/10.1111/1368-423X.00104

DOI: 10.1111/1368-423X.00104

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