Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
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Publication:1927544
DOI10.1016/j.econlet.2003.11.021zbMath1254.91674OpenAlexW2060705818MaRDI QIDQ1927544
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.11.021
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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