DSpace at EWHA: Geometric ergodicity and β-mixing property for a multivariate CARR model

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2016-12-13T02:12:26Z	-
dc.date.available	2016-12-13T02:12:26Z	-
dc.date.issued	2008	*
dc.identifier.issn	0165-1765	*
dc.identifier.other	OAK-4925	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/233104	-
dc.description.abstract	Multivariate conditional autoregressive range process is considered and conditions for existence of the first moment, stationarity, geometric ergodicity and β-mixing property with exponential decay are obtained. © 2007 Elsevier B.V. All rights reserved.	*
dc.language	English	*
dc.title	Geometric ergodicity and β-mixing property for a multivariate CARR model	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	100	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	111	*
dc.relation.lastpage	114	*
dc.relation.journaltitle	Economics Letters	*
dc.identifier.doi	10.1016/j.econlet.2007.12.002	*
dc.identifier.wosid	WOS:000257347600029	*
dc.identifier.scopusid	2-s2.0-43949135805	*
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	*