Non‐linear GARCH models for highly persistent volatility (Q5703229): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
+Normal rank
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+Stationarity of GARCH processes and of some nonnegative time series
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Mixing: Properties and examples
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+Normal rank
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank