Stationarity of stable power-GARCH processes.
type: Item
instance of: scholarly article
title: Stationarity of stable power-GARCH processes.
zbMATH Open document ID: 1043.62074
DOI: 10.1016/S0304-4076(01)00089-6
author: Marc S. Paolella
author: Svetlozar T. Rachev
author: Stefan Mittnik
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1869163
zbMATH Keywords: asymmetry
zbMATH Keywords: conditional heteroscedasticity
zbMATH Keywords: financial modeling
zbMATH Keywords: heavy tails
zbMATH Keywords: integrated GARCH
zbMATH Keywords: state space representation
zbMATH Keywords: stationarity
Wikidata QID: Q59410568
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00089-6
OpenAlex ID: W1994480579
description: scientific article; zbMATH DE number 1869163