Stability of nonlinear AR-GARCH models (Q3552833)

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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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