On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550): Difference between revisions
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Revision as of 02:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity |
scientific article |
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On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (English)
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13 October 2009
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higher-order moments
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