Stationarity and the Existence of Moments of a Family of GARCH Processes

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Material Type: 文書・図像類
Title: Stationarity and the Existence of Moments of a Family of GARCH Processes
Author/Editor: Ling, Shiqing
McAleer, Michael
Author Heading: Ling, Shiqing
McAleer, Michael
Publication, Distribution, etc.: The Institute of Social and Economic Research, Osaka University
Publication Date: 2001-04
Publication Date (W3CDTF): 2001-04
Periodical title: Institute of Social and Economic Research Discussion Papers
No. or year of volume/issue: 535
Volume: 535
Text Language Code: eng
Subject Heading: ISER discussion paper
Target Audience: 一般
References (URI): URI
http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0535.pdf
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 大阪大学 : 大阪大学学術情報庫　桜華