Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.
Main Authors: | , |
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格式: | Working paper |
語言: | English |
出版: |
Department of Economics (University of Oxford)
2007
|
Main Authors: | , |
---|---|
格式: | Working paper |
語言: | English |
出版: |
Department of Economics (University of Oxford)
2007
|