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A new theorem on the existence of invariant distributions with applications to ARCH processes
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- Journal:
- Journal of Applied Probability / Volume 40 / Issue 1 / March 2003
- Published online by Cambridge University Press:
- 14 July 2016, pp. 147-162
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- March 2003
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ON STATIONARITY IN THE ARCH(∞) MODEL
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- Journal:
- Econometric Theory / Volume 18 / Issue 1 / February 2002
- Published online by Cambridge University Press:
- 06 March 2002, pp. 1-16
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