Stationarity domains for \(\delta\)-power GARCH process with heavy tails (Q2467374)
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scientific article; zbMATH DE number 5228828
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| English | Stationarity domains for \(\delta\)-power GARCH process with heavy tails |
scientific article; zbMATH DE number 5228828 |
Statements
Stationarity domains for \(\delta\)-power GARCH process with heavy tails (English)
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21 January 2008
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power GARCH models
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strict and weak stationarity
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\(\alpha\)-stable distributions
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heavy tails distributions
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0.8678165674209595
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0.7994974851608276
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0.7888257503509521
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0.7731083631515503
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