Meitz, Mika - Economics Institute for Research (SIR), … - 2005
We consider a family of GARCH(1,1) processes introduced in He and Teräsvirta (1999a). This family contains various … popular GARCH models as special cases. A necessary and sufficient condition for the existence of a strictly stationary …A necessary and sufficient condition for the strict
stationarity of a family of GARCH processes∗
Mika Meitz
Stockholm …