Autoregressive conditional heteroskedasticity and changes in regime (Q1341198): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0304-4076(94)90067-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2157895285 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Qualitative threshold ARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic linear models with Markov-switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for covariance stationarity in stock market data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank

Latest revision as of 10:04, 23 May 2024

scientific article
Language Label Description Also known as
English
Autoregressive conditional heteroskedasticity and changes in regime
scientific article

    Statements

    Identifiers