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Article
On Stationarity and Ergodicity of the Bilinear Model with Applications to GARCH Models
Journal of Time Series Analysis (2009)
  • Dennis Kristensen, Columbia University
Disciplines
Publication Date
2009
Citation Information
Dennis Kristensen. "On Stationarity and Ergodicity of the Bilinear Model with Applications to GARCH Models" Journal of Time Series Analysis (2009)
Available at: http://works.bepress.com/dennis_kristensen/4/