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Statistics and Probability Letters

Volumn 73, Issue 1, 2005, Pages 25-35

On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models

(2) Lee, Oslee a Shin, D W a

a Ewha Womans University (South Korea)

Author keywords

Mixing; GARCH model; Moments; Stationarity

Indexed keywords

EID: 18144371581 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/j.spl.2005.02.011 Document Type: Article

Times cited : (3)

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