ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
| Year of publication: |
2007
|
|---|---|
| Authors: | Abramson, Ari ; Cohen, Israel ; Alexander, C. ; Lazar, E. ; Bollerslev, T. ; Cai, J. ; Dueker, M.J. ; Francq, C. ; Roussignol, M. ; Zakoïan, J.-M. ; Francq, C. ; Zakoïan, J.-M. ; Francq, C. ; Zakoïan, J.-M. ; Francq, C. ; Zakoïan, J.-M. ; Frömmel, M. ; Gray, S.F. ; Haas, M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 3, p. 485-500
|