Comparative analysis of risk ratings for the East European region (Q2486189): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.matcom.2005.02.014
+Normal rank
@@ Property / OpenAlex ID @@
+W2027021021
@@ Property / OpenAlex ID: W2027021021 / rank @@
+Normal rank
@@ Property / cites work @@
+Normalité asymptotique de l'estimateur du pseudo-maximum de vraisemblance d'un modèle GARCH
+Normal rank
@@ Property / cites work @@
+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Stationarity and the existence of moments of a family of GARCH processes.
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2486189