{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,27]],"date-time":"2026-09-27T03:09:41Z","timestamp":1790478581633,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2002,3,6]],"date-time":"2002-03-06T00:00:00Z","timestamp":1015372800000},"content-version":"unspecified","delay-in-days":33,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,2]]},"abstract":"<jats:p>We continue investigation of the ARCH(\u221e) model begun in Giraitis, Kokoszka, and Leipus \n(2000, <jats:italic>Econometric Theory<\/jats:italic> 16, 3\u201322). Nonrestrictive \nconditions for the existence of a strictly stationary solution \nare established. The paper generalizes the results of Nelson \n(1990, <jats:italic>Econometric Theory<\/jats:italic> 6, 318\u2013334) and Bougerol \nand Picard (1992, <jats:italic>Journal of Econometrics<\/jats:italic> 52, \n115\u2013127) to the ARCH(\u221e) model.<\/jats:p>","DOI":"10.1017\/s0266466602181011","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:01:41Z","timestamp":1037311301000},"page":"1-16","source":"Crossref","is-referenced-by-count":35,"title":["ON STATIONARITY IN THE ARCH(\u221e) MODEL"],"prefix":"10.1017","volume":"18","author":[{"given":"Vytautas","family":"Kazakevi\u010dius","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Remigijus","family":"Leipus","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,3,6]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602181011","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,6]],"date-time":"2019-04-06T19:47:42Z","timestamp":1554580062000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602181011\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2002,2]]}},"alternative-id":["S0266466602181011"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602181011","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,2]]}}}