Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/177640 
Year of Publication: 
2017
Series/Report no.: 
Tinbergen Institute Discussion Paper No. 17-072/III
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
Subjects: 
Ergodicity
GARCH-type models
mixing
nonlinear time series
stationarity
stochastic recurrence equations
threshold models
JEL: 
C50
C51
C58
Document Type: 
Working Paper

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