DSpace at EWHA: On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2018-05-18T08:15:06Z	-
dc.date.available	2018-05-18T08:15:06Z	-
dc.date.issued	2005	*
dc.identifier.issn	0167-7152	*
dc.identifier.other	OAK-2742	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/243135	-
dc.description.abstract	Certain types of nonlinear GARCH (p, q) model which allows a signed volatility are considered. Sufficient conditions for strict stationarity and β-mixing with exponential decay rates are provided. © 2005 Elsevier B.V. All rights reserved.	*
dc.language	English	*
dc.title	On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	73	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	25	*
dc.relation.lastpage	35	*
dc.relation.journaltitle	Statistics and Probability Letters	*
dc.identifier.doi	10.1016/j.spl.2005.02.011	*
dc.identifier.wosid	WOS:000229342000003	*
dc.identifier.scopusid	2-s2.0-18144371581	*
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	*