Statistical inference for time-varying ARCH processes (Q2500447): Difference between revisions

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+math/0607799
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+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
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+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Fitting time series models to nonstationary processes
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Current developments in time series modelling
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Q4084474
@@ Property / cites work: Q4084474 / rank @@
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