Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients

Author: Lee O.   Shin D. W.  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.39, Iss.1, 2010-01, pp. : 38-51

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract