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dc.contributor.author이외숙-
dc.contributor.author신동완-
dc.date.accessioned2018-05-18T08:15:06Z-
dc.date.available2018-05-18T08:15:06Z-
dc.date.issued2005-
dc.identifier.issn0167-7152-
dc.identifier.otherOAK-2742-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/243135-
dc.description.abstractCertain 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.languageEnglish-
dc.titleOn stationarity and β-mixing property of certain nonlinear GARCH(p,q) models-
dc.typeArticle-
dc.relation.issue1-
dc.relation.volume73-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.startpage25-
dc.relation.lastpage35-
dc.relation.journaltitleStatistics and Probability Letters-
dc.identifier.doi10.1016/j.spl.2005.02.011-
dc.identifier.wosidWOS:000229342000003-
dc.identifier.scopusid2-s2.0-18144371581-
dc.author.googleLee O.-
dc.author.googleShin D.W.-
dc.contributor.scopusid이외숙(8425708300)-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20180517114529-
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자연과학대학 > 통계학전공 > Journal papers
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