Estimation of the maximal moment exponent of a GARCH (1,1) sequence.

István Berkes, Lajos Horváth, Piotr Kokoszka

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

2 results

Active
Development and Applications of Statistical Models
Hörmann, S., Stadlober, E., Berkes, I. & Friedl, H.
1/03/03 → …
Project: Research area
Asymptotic and Statistical Analysis of Time Series in Economy and Finance
Hörmann, S., Schauer, J., Berkes, I. & Jirak, J. M.
1/01/02 → …
Project: Research area