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May 15, 2002Econometric TheoryOpen Access

NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS

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SLShiqing LingHong Kong University of Science and TechnologyMMMichael McAleerTinbergen Institute

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Ling et al. (2002) studied this question.

synapsesocial.com/papers/6a851fa3e1eabc68e2928a5fhttps://doi.org/10.1017/s0266466602183071
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