Stability of nonlinear AR-GARCH models (Q3552833)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of nonlinear AR-GARCH models |
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Stability of nonlinear AR-GARCH models (English)
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22 April 2010
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\(\beta\)-mixing
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generalized autoregressive conditional heteroskedasticity
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geometric ergodicity
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Markov chains
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nonlinear autoregressive models
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stationarity
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