DSpace at EWHA: Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T12:08:41Z	-
dc.date.available	2016-08-28T12:08:41Z	-
dc.date.issued	2010	*
dc.identifier.issn	0361-0926	*
dc.identifier.other	OAK-6188	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/220454	-
dc.description.abstract	A seasonal GARCH process with periodic coefficients is considered and conditions for periodic stationarity, geometric ergodicity, -mixing property with exponential decay rate, and existence of higher-order moments are obtained.	*
dc.language	English	*
dc.title	Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	39	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	38	*
dc.relation.lastpage	51	*
dc.relation.journaltitle	Communications in Statistics - Theory and Methods	*
dc.identifier.doi	10.1080/03610920802715032	*
dc.identifier.wosid	WOS:000273409000003	*
dc.identifier.scopusid	2-s2.0-77951170988	*
dc.author.google	Lee O.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	이외숙(8425708300)	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*