Stationarity and Persistence in the GARCH(1,1) Model

Nelson, Daniel B.

doi:10.1017/S0266466600005296

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Stationarity and Persistence in the GARCH(1,1) Model

Author(s): Daniel B. Nelson

Publication date (Print): February 2009

Journal: Econometric Theory

Publisher: Cambridge University Press (CUP)

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Journal ID (publisher-id): applab

Title: Econometric Theory

Abbreviated Title: Econ. Theory

Publisher: Cambridge University Press (CUP)

ISSN (Print): 0266-4666

ISSN (Electronic): 1469-4360

Publication date Created: September 1990

Publication date (Print): February 2009

Volume: 6

Issue: 03

Page: 318

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DOI: 10.1017/S0266466600005296

SO-VID: 2f88f5de-c319-4ae5-ab0b-51a5aca0b922

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Stationarity and Persistence in the GARCH(1,1) Model

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