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Contribution Details

Type Journal Article
Scope Contributions to practice
Title Stationarity of stable power-GARCH processes
Organization Unit
Authors
  • Stefan Mittnik
  • Marc Paolella
  • Svetlozar T Rachev
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Journal of Econometrics
Publisher Elsevier
Geographical Reach international
ISSN 0304-4076
Volume 106
Number 1
Page Range 97 - 107
Date 2002
Official URL http://www.sciencedirect.com/science/article/pii/S0304407601000896
Digital Object Identifier 10.1016/S0304-4076(01)00089-6
Other Identification Number merlin-id:4484
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