Stationarity and the existence of moments of a family of GARCH processes. (Q1858910)
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scientific article; zbMATH DE number 1869164
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| English | Stationarity and the existence of moments of a family of GARCH processes. |
scientific article; zbMATH DE number 1869164 |
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Stationarity and the existence of moments of a family of GARCH processes. (English)
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17 February 2003
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ergodicity
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existence of moments
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GARCH
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stationarity
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0.9079126715660096
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0.9047228693962096
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0.8944089412689209
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0.8561179637908936
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