Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+On selecting models for nonlinear time series
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+Embedding as a modeling problem
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+Q4217908
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+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
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+Nonlinear modelling and forecasting of S\& P 500 volatility
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