Stationarity and Geometric Ergodicity of a Class of Nonlinear ARCH Models
Youssef Saïdi and Jean-Michel ZakoïanVolume:
16
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/25449849
Date:
November, 2006
File:
PDF, 1.34 MB
english, 2006