Stationarity of stable power-GARCH processes. (Q1858909)
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scientific article; zbMATH DE number 1869163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity of stable power-GARCH processes. |
scientific article; zbMATH DE number 1869163 |
Statements
Stationarity of stable power-GARCH processes. (English)
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17 February 2003
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asymmetry
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conditional heteroscedasticity
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financial modeling
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heavy tails
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integrated GARCH
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state space representation
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stationarity
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