Stationarity of a family of GARCH processes (Q3653360)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity of a family of GARCH processes |
scientific article |
Statements
Stationarity of a family of GARCH processes (English)
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22 December 2009
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GARCH processes family
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strict stationarity
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integrated GARCH
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0.93643135
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0.9281206
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0.9176113
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0.91510844
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