V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725): Difference between revisions

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Latest revision as of 11:59, 5 July 2024

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V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model
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    V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (English)
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    16 July 2012
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    continuous time asymmetric power
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    GARCH(1,1) process
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    COGARCH(1,1) process
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    uniform ergodicity
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