Stability of nonlinear AR-GARCH models (Q3552833)
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scientific article; zbMATH DE number 5697493
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| English | Stability of nonlinear AR-GARCH models |
scientific article; zbMATH DE number 5697493 |
Statements
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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0.8833293318748474
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0.8795756697654724
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0.863886833190918
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0.8551510572433472
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