A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages18
Volume17-072/III
Publication statusPublished - 2017

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
No.072/III
Volume17

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