On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550)
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scientific article; zbMATH DE number 5614401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity |
scientific article; zbMATH DE number 5614401 |
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On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (English)
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13 October 2009
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higher-order moments
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