MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
| Year of publication: |
2006
|
|---|---|
| Authors: | Francq, Christian ; Zako an, Jean-Michel |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 05, p. 815-834
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |