Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility |
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Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (English)
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1 January 2013
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GARCH model
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stationarity
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moments
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\(\beta \)-mixing
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