On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550)
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scientific article; zbMATH DE number 5614401
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| English | On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity |
scientific article; zbMATH DE number 5614401 |
Statements
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (English)
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13 October 2009
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higher-order moments
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0.9117071628570556
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0.901738941669464
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0.8916355967521667
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0.8817488551139832
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