A necessary and sufficient condition for the strict stationarity of a family of GARCH processes
Year of publication: |
2006
|
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Authors: | Meitz, Mika |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 5, p. 985-988
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Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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