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"On the stationarity and existence of moments of the periodic EGARCH process."

Ines Lescheb, Walid Slimani (2023)

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DOI: 10.1515/MCMA-2023-2011

access: closed

type: Journal Article

metadata version: 2024-01-02

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Ines Lescheb, Walid Slimani:
On the stationarity and existence of moments of the periodic EGARCH process. Monte Carlo Methods Appl. 29(4): 333-350 (2023)

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