Stationarity of Garch processes and of some nonnegative...

Stationarity of Garch processes and of some nonnegative time series

Philippe Bougerol, Nico Picard
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Volume:
52
Year:
1992
Language:
english
Pages:
13
DOI:
10.1016/0304-4076(92)90067-2
File:
PDF, 636 KB
english, 1992
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