Stationarity of a family of GARCH processes (Q3653360)

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Stationarity of a family of GARCH processes
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    title
    Stationarity of a family of GARCH processes (English)
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    author
    Ji-Chun Liu
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    publication date
    22 December 2009
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    zbMATH DE Number
    5651361
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    zbMATH Keywords
    GARCH processes family
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    strict stationarity
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    integrated GARCH
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