Arbeitspapier
A Stochastic Recurrence Equation Approach to Stationarity and phi-Mixing of a Class of Nonlinear ARCH Models
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 17-072/III
- Klassifikation
-
Wirtschaft
Econometric Modeling: General
Model Construction and Estimation
Financial Econometrics
- Thema
-
Ergodicity
GARCH-type models
mixing
nonlinear time series
stationarity
stochastic recurrence equations
threshold models
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Blasques, Francisco
Nientker, Marc
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2017
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Blasques, Francisco
- Nientker, Marc
- Tinbergen Institute
Entstanden
- 2017
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