ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE

B-Tier
Journal: Econometric Theory
Year: 2003
Volume: 19
Issue: 4
Pages: 565-586

Authors (3)

Berkes, István (not in RePEc) Horváth, Lajos (University of Utah) Kokoszka, Piotr (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose an estimator for the maximal moment exponent of a GARCH(1,1) sequence. We establish its consistency asymptotic normality with rate n−1/2. Finite sample properties are investigated by means of a small simulation study.The research for this paper was partially supported by NSF grant INT-0223262. István Berkes and Lajos Horváth were supported by the Hungarian National Foundation for Scientific Research, grant T 29621. Piotr Kokoszka and Lajos Horváth were supported by NATO grant PST.CLG.977607.

Technical Details

RePEc Handle
repec:cup:etheor:v:19:y:2003:i:04:p:565-586_19
Journal Field
Econometrics
Author Count
3
Added to Database
2026-02-02