On stationarity and ergodicity of the bilinear model with applications to GARCH models
Work
Year: 2008
Type: article
Source: Journal of Time Series Analysis
Author Dennis Kristensen
Institution Columbia University
Cites: 47
Cited by: 24
Related to: 10
FWCI: 1.432
Citation percentile (by year/subfield): 89.73
Subfield: Finance
Domain: Social Sciences
Open Access status: closed