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