���Christensen��(2012)�����һ��GARCH-Mģ��,
���ĶԸ�ģ�͵ı����Խ������о�. ͨ����ģ�͵�������ֵ������GARCH���̵IJ��������ʵ���Լ������,
ģ�͵ļ��α����Կ��Եõ�֤��. ���ĵĽ���������õ�һЩ����GARCH-Mģ�͵�������ֵ��ȥ.

This paper studies the ergodicity of a GARCH-M type model considered
by Christensen et al.(2012). By adopting certain restrictions on mean function and parameters
in GARCH equation, geometric ergodicity of the model is proved. The obtained results can be
applied to usual conditional mean functions of the GARCH-M models.