Work

A Note on the Stationarity and the Existence of Moments of the Garch Model

Year: 2003

Type: article

Authors: Min Chen, Zhi An

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W203412468

FWCI: 4.954

Cites: 4

Cited by: 51

Related to: 10