Three-factor profile analysis with GARCH innovations (Q2479433): 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.2006.12.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2144481773
@@ Property / OpenAlex ID: W2144481773 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Handbook of econometrics. Vol. 4
@@ Property / cites work: Handbook of econometrics. Vol. 4 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
+Normal rank
@@ Property / cites work @@
+Q5574451
@@ Property / cites work: Q5574451 / rank @@
+Normal rank
@@ Property / cites work @@
+Profile analysis of several groups
@@ Property / cites work: Profile analysis of several groups / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2479433