ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES (Q3408523): Difference between revisions

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+MaRDI publication profile
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+Moving average conditional heteroskedastic processes
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+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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+Limit theory for bilinear processes with heavy-tailed noise
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+Stationarity of GARCH processes and of some nonnegative time series
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+The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
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+Generalized autoregressive conditional heteroscedasticity
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+Regular variation of GARCH processes.
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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+Stationarity and the existence of moments of a family of GARCH processes.
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+Properties of moments of a family of GARCH processes
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Quadratic ARCH Models
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