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      Regular variation of GARCH processes

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Stochastic Processes and their Applications
      Publisher: Elsevier BV

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          Generalized autoregressive conditional heteroskedasticity

          Tim Bollerslev (1986)
          Article 0 comments Cited 1554 times – based on 0 reviews     Review now
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            Random difference equations and Renewal theory for products of random matrices

            Harry Kesten (1973)
            Article 0 comments Cited 185 times – based on 0 reviews     Review now
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              Products of Random Matrices

              C H Fürstenberg, H. D. Kesten (1960)
              Article 0 comments Cited 132 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Stochastic Processes and their Applications
                Abbreviated Title: Stochastic Processes and their Applications
                Publisher: Elsevier BV
                ISSN (Print): 03044149
                Publication date Created: May 2002
                Publication date (Print): May 2002
                Volume: 99
                Issue: 1
                Pages: 95-115
                Article
                DOI: 10.1016/S0304-4149(01)00156-9
                SO-VID: 718cd095-ca24-461d-b42e-f8c65e7993b1
                Copyright © © 2002
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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