@techreport{Meitz2005necessary,
abstract = {We consider a family of GARCH(1,1) processes introduced in He and Ter\"{a}svirta (1999a). This family contains various popular GARCH models as special cases. A necessary and sufficient condition for the existence of a strictly stationary solution is given.},
address = {Stockholm},
author = {Mika Meitz},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C22; 330; GARCH; strict stationarity; Lyapunov exponent; ARCH-Modell; \"{O}konometrisches Modell},
language = {eng},
number = {601},
publisher = {Ekonomiska Forskningsinst.},
title = {A necessary and sufficient condition for the strict stationarity of a family of GARCH processes},
type = {SSE/EFI Working Paper Series in Economics and Finance},
url = {http://hdl.handle.net/10419/56374},
year = {2005}
}
