Stationarity and the existence of moments of a family of GARCH processes. (Q1858910): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Stationarity of GARCH processes and of some nonnegative time series
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+Q4391131
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Properties of moments of a family of GARCH processes
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+The second moment and the autocovariance function of the squared errors of the GARCH model
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+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
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+Quadratic ARCH Models
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+Q5445942
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+Q3813021
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+Moving average conditional heteroskedastic processes
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+Threshold heteroskedastic models
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