Stationarity of a family of GARCH processes
Year of publication: |
2009
|
---|---|
Authors: | Liu, Ji-chun |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, 3, p. 436-446
|
Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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