A note on the geometric ergodicity of a nonlinear AR-ARCH model
Year of publication: |
2010
|
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Authors: | Meitz, Mika ; Saikkonen, Pentti |
Publisher: |
Istanbul : TÜSİAD-Koç University Economic Research Forum |
Subject: | Nichtlineares Verfahren | ARCH-Modell | Markovscher Prozess | Heteroskedastizität | Zeitreihenanalyse | Theorie |
Series: | Working Paper ; 1003 [rev.] |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 638346053 [GVK] hdl:10419/45455 [Handle] |
Source: |
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