DSpace at EWHA: V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model

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DC Field	Value	Language
dc.contributor.author	이외숙	-
dc.date.accessioned	2016-08-28T12:08:05Z	-
dc.date.available	2016-08-28T12:08:05Z	-
dc.date.issued	2012	-
dc.identifier.issn	0167-7152	-
dc.identifier.other	OAK-8583	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/222468	-
dc.description.abstract	A continuous time asymmetric power GARCH(1,1) model is presented and the V-uniform ergodicity and β-mixing property of the process with exponential decay rate are proved. The V-uniform ergodicity of the COGARCH(1,1) model is obtained as a special case. © 2012 Elsevier B.V.	-
dc.language	English	-
dc.title	V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model	-
dc.type	Article	-
dc.relation.issue	4	-
dc.relation.volume	82	-
dc.relation.index	SCIE	-
dc.relation.index	SCOPUS	-
dc.relation.startpage	812	-
dc.relation.lastpage	817	-
dc.relation.journaltitle	Statistics and Probability Letters	-
dc.identifier.doi	10.1016/j.spl.2012.01.006	-
dc.identifier.wosid	WOS:000301694200015	-
dc.identifier.scopusid	2-s2.0-84856350656	-
dc.author.google	Lee O.	-
dc.contributor.scopusid	이외숙(8425708300)	-
dc.date.modifydate	20220901081003	-