Stationarity of stable power-GARCH processes
Mittnik, Stefan; Paolella, Marc S; Rachev, Svetlozar T (2002). Stationarity of stable power-GARCH processes. Journal of Econometrics, 106(1):97-107.
Additional indexing
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Social Sciences & Humanities > Economics and Econometrics |
| Scope: | Contributions to practice (applied research) |
| Language: | English |
| Date: | 2002 |
| Deposited On: | 30 Jul 2014 13:02 |
| Last Modified: | 11 Mar 2025 02:39 |
| Publisher: | Elsevier |
| ISSN: | 0304-4076 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1016/S0304-4076(01)00089-6 |
| Official URL: | http://www.sciencedirect.com/science/article/pii/S0304407601000896 |
| Other Identification Number: | merlin-id:4484 |
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Mittnik, Stefan