On the stationarity of Markov-switching GARCH processes
type: Item
instance of: scholarly article
zbMATH Open document ID: 1237.62106
DOI: 10.1017/S0266466607070211
author: Ari Abramson
author: Israel Cohen
published in: Econometric Theory
publication date: 2012-05-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 6035257
MaRDI profile type: Publication
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title: On the stationarity of Markov-switching GARCH processes
description: scientific article; zbMATH DE number 6035257