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

Farid Boussama, Hafida Guerbyenne, Khedidja Serier Abdallah

Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (3) : 876-897.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2025, 41(3): 876-897 https://doi.org/10.1007/s10255-025-0012-y

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