Stationarity and the existence of moments of a family of GARCH processes.
From MaRDI portal
Publication:1858910
DOI10.1016/S0304-4076(01)00090-2zbMath1043.62073MaRDI QIDQ1858910
Could not fetch data.
Publication date: 17 February 2003
Published in: (Search for Journal in Brave)
Could not fetch data.
Could not fetch data.