Ergodicity Study for a GARCH-M Type Model

Ergodicity Study for a GARCH-M Type Model

Zhang Xingfa, Li Yuan

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PDF(329 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2015, Vol. 31 ›› Issue (3) : 247-253.

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Ergodicity Study for a GARCH-M Type Model

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