Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
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Publication:3646948
DOI10.1007/978-3-540-71297-8_2zbMath1178.62101MaRDI QIDQ3646948
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_2
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
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