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                                       Details for article 4 of 6 found articles
 
 
  On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity
 
 
Title: On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity
Author: Bibi, A.
Aknouche, A.
Appeared in: Mathematical methods of statistics
Paging: Volume 17 (2008) nr. 4 pages 305-316
Year: 2008
Contents:
Publisher: Allerton Press, Inc., Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 4 of 6 found articles
 
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