MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS

Christian Francq, Jean-Michel Zakoïan

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DOI: 10.1017/s0266466606060373
Published: 2006-08-30
Container: Econometric Theory
Publisher: Cambridge University Press (CUP)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1017/s0266466606060373,
  title = {MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS},
  author = {Christian Francq and Jean-Michel Zakoïan},
  year = {2006},
  journal = {Econometric Theory},
  doi = {10.1017/s0266466606060373},
  url = {https://doi.org/10.1017/s0266466606060373}
}

RIS

TY  - JOUR
TI  - MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
AU  - Christian Francq
AU  - Jean-Michel Zakoïan
PY  - 2006
JO  - Econometric Theory
DO  - 10.1017/s0266466606060373
UR  - https://doi.org/10.1017/s0266466606060373
ER  -

APA

Francq, C., & Zakoïan, J. (2006). MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS. Econometric Theory. https://doi.org/10.1017/s0266466606060373

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crossref · retrieved 2026-09-26T22:09:27.327Z