The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.
Stationarity of Garch processes and of some nonnegative time series
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Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
Bollerslev, T. (1987) · The Review of Economics and Statistics · doi:10.2307/1925546 · Cited by 2,565
Modelling the persistence of conditional variances
Engle, R. F., & Bollerslev, T. (1986) · Econometric Reviews · doi:10.1080/07474938608800095 · Cited by 2,058
Stationarity and Persistence in the GARCH(1,1) Model
Nelson, D. B. (1990) · Econometric Theory · doi:10.1017/s0266466600005296 · Cited by 1,093
Kingman, J. F. C. (1973) · The Annals of Probability · doi:10.1214/aop/1176996798 · Cited by 617
Vervaat, W. (1979) · Advances in Applied Probability · doi:10.1017/s0001867800033024 · Cited by 462
Random Matrices and Their Applications
(1986) · Contemporary Mathematics · doi:10.1090/conm/050 · Cited by 217
Cited by
Modeling and pricing long memory in stock market volatility
Bollerslev, T., & Ole Mikkelsen, H. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(95)01736-4 · Cited by 1,208
The econometrics of financial markets
Pagan, A. (1996) · Journal of Empirical Finance · doi:10.1016/0927-5398(95)00020-8 · Cited by 873
Inequality Constraints in the Univariate GARCH Model
Nelson, D. B., & Cao, C. Q. (1992) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1992.10509902 · Cited by 608
Metadata
- Authors
- Bougerol, P., & Picard, N.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1992-04
- Volume
- 52
- Issue
- 1-2
- Pages
- 115-127
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W1986788466
- Cited by
- 567
- References
- 8
- FWCI
- 16.76
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Stationarity of Garch processes and of some nonnegative time series. https://app.cochat.ai/papers/10.1016/0304-4076(92)90067-2
- The paper
- Bougerol, P., & Picard, N. (1992). Stationarity of Garch processes and of some nonnegative time series. Journal of Econometrics. https://doi.org/10.1016/0304-4076(92)90067-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
