Work

On the Geometric Ergodicity of a Non-linear Autoregressive Model With an Autoregressive Conditional Heteroscedastic Term

Year: 1998
Type: article
Author: Zudi Lu
Language: English
Subfield: Finance
Open Access status: closed
OpenAlex ID: W2185998575
FWCI: 2.222
Cites: 11
Cited by: 53
Related to: 10