Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference13 articles.
1. T. Bollerslev and E. Ghysels, “Periodic Autoregressive Conditional Heteroskedasticity”, J. of Business and Economic Statistics 14, 139–151 (1996).
2. P. Bougerol and N. Picard, “Stationarity of GARCH Processes and Some Nonnegative Time Series”, J. Econometrics 52, 115–127 (1992).
3. P. Bougerol and N. Picard, “Strict Stationarity of Generalized Autoregressive Processes”, Ann. Probab. 20, 1714–1730 (1992).
4. M. Carrasco and X. Chen, “Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models”, Econometric Theory 18, 17–39 (2002).
5. M. Chen and H. Z. An, “A Note on the Stationarity and the Existence of Moments of the GARCH Model”, Statistica Sinica 8, 505–510 (1998).
Cited by
14 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献