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Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p
16 references·1 citing·34 second hop
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References

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  • 1985The moment structure of ARCH processes

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160 cited
  • 1999FOURTH MOMENT STRUCTURE OF THE GARCH( p , q ) PROCESS133 cited
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    • 2005Dual Income Taxation: Why and How?20 cited