| 000 | 00507nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aKaranasos, M and Kim, J | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aMoments of the ARMA-EGARCH model | ||
| 246 |
_aJ5085 _f2003 |
||
| 260 | _c2003 | ||
| 300 |
_bV. 06 _cIssue. 01 _a146-166 |
||
| 366 | _b2003 | ||
| 366 | _bJune | ||
| 650 | _aEconometrics | ||
| 653 | _aAutocorrelations;Exponential GARCH;Stock returns; | ||
| 942 | _cJA | ||
| 999 |
_c42849 _d42849 |
||