Geometric ergodicity and ß-mixing property for a multivariate CARR model
Year of publication: |
2008
|
---|---|
Authors: | Lee, O. ; Shin, Dong-wan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 100.2008, 1, p. 111-114
|
Subject: | ARCH-Modell | ARCH model |
-
Fiscal policy and inflation volatility
Rother, Philipp C., (2004)
-
Non-fundamental exchange rate volatility and welfare
Straub, Roland, (2004)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Lee, O., (2004)
-
Lee, O., (2007)
-
SÁnchez, B. N., (2008)
- More ...