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Stationarity of a family of GARCH processes

✍ Scribed by Ji-Chun Liu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stationarity of stable power-GARCH proce

✍ Stefan Mittnik; Marc S. Paolella; Svetlozar T. Rachev 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 162 KB

Stationarity of Garch processes and of s

✍ Philippe Bougerol; Nico Picard 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 636 KB

A Family of Markov-Switching Garch Proce

✍ Ji-Chun Liu 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

Properties of moments of a family of GAR

✍ Changli He; Timo Teräsvirta 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 164 KB

A continuous-time GARCH process driven b

✍ Kl�ppelberg, Claudia; Lindner, Alexander; Maller, Ross 📂 Article 📅 2004 🏛 Applied Probability Trust 🌐 English ⚖ 285 KB

Stationarity and geometric ergodicity of

✍ Farid Boussama; Florian Fuchs; Robert Stelzer 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 368 KB