V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725)
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scientific article; zbMATH DE number 6056866
| Language | Label | Description | Also known as |
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| English | V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model |
scientific article; zbMATH DE number 6056866 |
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V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (English)
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16 July 2012
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continuous time asymmetric power
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GARCH(1,1) process
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COGARCH(1,1) process
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uniform ergodicity
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