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      ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS

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      Econometric Theory
      Cambridge University Press (CUP)

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          Generalized autoregressive conditional heteroskedasticity

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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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              Markov Chains and Stochastic Stability

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                Author and article information

                Journal
                applab
                Econometric Theory
                Econ. Theory
                Cambridge University Press (CUP)
                0266-4666
                1469-4360
                October 2008
                June 11 2008
                October 2008
                : 24
                : 05
                Article
                10.1017/S0266466608080511
                4d4e36c5-350f-4485-9554-9a44b6933f67
                © 2008
                History

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