V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model
Year of publication: |
2012
|
---|---|
Authors: | Lee, Oesook |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 4, p. 812-817
|
Publisher: |
Elsevier |
Subject: | Continuous time asymmetric power GARCH(1 | 1) process | COGARCH(1 | Uniform ergodicity |
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