Q4702173 (Q4702173): Difference between revisions

@@ Property / author @@
+Daniel Schertzer
@@ Property / author: Daniel Schertzer / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4872480
@@ Property / cites work: Q4872480 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5690386
@@ Property / cites work: Q5690386 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+On the relation between GARCH and stable processes
+Normal rank
@@ Property / cites work @@
+ARCH models as diffusion approximations
@@ Property / cites work: ARCH models as diffusion approximations / rank @@
+Normal rank