The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814): Difference between revisions

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+Q5184219
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+Generalized autoregressive conditional heteroscedasticity
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+An Intertemporal General Equilibrium Model of Asset Prices
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+An analytical inversion of a Laplace transform related to annuities certain
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Modelling the persistence of conditional variances
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+Q5569065
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+Q4039796
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+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
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+ARCH models as diffusion approximations
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+The distributions of annuities
@@ Property / cites work: The distributions of annuities / rank @@
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+A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
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+On some exponential functionals of Brownian motion
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