A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL (Q3632402): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+What is the Laplace Transform?
@@ Property / cites work: What is the Laplace Transform? / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Non‐Negative Arma Processes
@@ Property / cites work: A Note on Non‐Negative Arma Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
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+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank