Publication:
Moments of the ARMA-EGARCH model (2003)
Author(s): Karanasos M; Kim J
- Date: 05-06-2003
- Journal: Econometrics Journal
- Volume: 6
- Issue: 1
- Pages: 146-166
- Publisher: Wiley-Blackwell Publishing Ltd.
- Publication type: Article
- Bibliographic status: Published