Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
| Year of publication: |
2004
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|---|---|
| Authors: | Lee, O. ; Shin, D.W. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 84.2004, 2, p. 167-174
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