Title of article :
Stationarity for a Markov-switching Box–Cox transformed threshold GARCH process
Author/Authors :
Ji-Chun Liu، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2007
Pages :
11
From page :
1428
To page :
1438
Keywords :
Markov-switching GARCH , Threshold GARCH , Weak stationarity , Strict stationarity , Existence of moments
Journal title :
Statistics and Probability Letters
Serial Year :
2007
Journal title :
Statistics and Probability Letters
Record number :
141051
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=141051
