Absolute regularity of semi-contractive GARCH-type processes (Q4968513)
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scientific article; zbMATH DE number 7080596
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| English | Absolute regularity of semi-contractive GARCH-type processes |
scientific article; zbMATH DE number 7080596 |
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Absolute regularity of semi-contractive GARCH-type processes (English)
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15 July 2019
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absolute regularity
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coupling
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GARCH
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INGARCH
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mixing
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0.8027721643447876
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0.7806851267814636
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0.7805572152137756
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0.7791933417320251
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