Geometric ergodicity and ß-mixing property for a multivariate CARR model
O. Lee; D. W. Shin
| Year of publication: |
2008
|
|---|---|
| Authors: | Lee, O. ; Shin, Dong-wan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 100.2008, 1, p. 111-114
|
| Subject: | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003747368