Stability of nonlinear AR-GARCH models
Year of publication: |
2006-06-01
|
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Authors: | Meitz, Mika ; Saikkonen, Pentti |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Time Series Analysis, 2008, pages 453-475. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 632 23 pages |
Classification: | C22 - Time-Series Models |
Source: |
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