On Geometric Ergodicity of Skewed - SVCHARME models
  Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility models with skewness driven by hidden Markov Chain with switching. 
Jerzy P. Rydlewski, Ma{\l}gorzata Snarska
q-fin.ST math.ST stat.ME stat.TH