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

Oslee Lee, D. W. Shin

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models'. Together they form a unique fingerprint.

Mathematics

Business & Economics