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BibTeX entry
@Article{Lu:1996:NGE,
author = "Zudi Lu",
title = "A note on geometric ergodicity of autoregressive
conditional heteroscedasticity {(ARCH)} model",
journal = j-STAT-PROB-LETT,
volume = "30",
number = "4",
pages = "305--311",
day = "15",
month = nov,
year = "1996",
CODEN = "SPLTDC",
DOI = "https://doi.org/10.1016/S0167-7152(95)00233-2",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:15:22 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett1990.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715295002332",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
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