On the ARCH model with random coefficients (Q2472996): Difference between revisions

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+https://doi.org/10.1016/j.crma.2007.11.023
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+W2029472296
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+Stationarity of GARCH processes and of some nonnegative time series
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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+Products of Random Matrices
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+ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES
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+Stability of random coefficient ARCH models and aggregation schemes
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+Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients.
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+Random coefficient GARCH models
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