Stationarity of stable power-GARCH processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Mittnik, Stefan ; Paolella, Marc S. ; Rachev, Svetlozar T. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 106.2002, 1, p. 97-107
|
| Publisher: |
Elsevier |