A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES (Q3408529): Difference between revisions
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| Property / cites work: Stationarity and the existence of moments of a family of GARCH processes. / rank | |||
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Augmented GARCH\((p,q)\) process and its diffusion limit / rank | |||
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| Property / cites work: Stationarity of GARCH processes and of some nonnegative time series / rank | |||
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| Property / cites work: Properties of moments of a family of GARCH processes / rank | |||
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Latest revision as of 21:50, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES |
scientific article |
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A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES (English)
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14 November 2006
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