Geometric Ergodicity and β-mixing of the Periodic Multivariate BEKK-GARCH Model

Farid Boussama, Hafida Guerbyenne, Khedidja Serier Abdallah

应用数学学报(英文版) ›› 2025, Vol. 41 ›› Issue (3) : 876-897.

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应用数学学报(英文版) ›› 2025, Vol. 41 ›› Issue (3) : 876-897. DOI: 10.1007/s10255-025-0012-y
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Geometric Ergodicity and β-mixing of the Periodic Multivariate BEKK-GARCH Model

    Farid Boussama1, Hafida Guerbyenne2, Khedidja Serier Abdallah2,3
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Geometric Ergodicity and β-mixing of the Periodic Multivariate BEKK-GARCH Model

    Farid Boussama1, Hafida Guerbyenne2, Khedidja Serier Abdallah2,3
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2025, 41(3): 876-897 https://doi.org/10.1007/s10255-025-0012-y
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2025, 41(3): 876-897 https://doi.org/10.1007/s10255-025-0012-y
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