On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550)

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On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
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    On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (English)
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    publication date
    13 October 2009
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    zbMATH DE Number
    5614401
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    zbMATH Keywords
    higher-order moments
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    author
    Abdelouahab Bibi
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    Abdelhakim Aknouche
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