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

Published Online: 2025-06-24

Published Print: 2025-07

Authors

Boussama, Farid

Guerbyenne, Hafida

Abdallah, Khedidja Serier
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Text and Data Mining valid from 2025-06-24

Version of Record valid from 2025-06-24
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Article History

Received: 23 February 2021

Accepted: 11 February 2025

First Online: 24 June 2025

Conflict of Interest

: The authors declare no conflict of interest.

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