AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547): Difference between revisions

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+Contemporaneous aggregation of GARCH processes
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+Aggregation in ARCH models
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+Renewal regime switching and stable limit laws
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+Stability of random coefficient ARCH models and aggregation schemes
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+Long memory relationships and the aggregation of dynamic models
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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+On the existence of some ARCH\((\infty)\)processes
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+Gaussian and their subordinates self-similar random generalized fields
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+A model for long memory conditional heteroscedasticity.
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+Asymptotic results for long memory LARCH sequences
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+On location estimation for LARCH processes
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+Contemporaneous aggregation of linear dynamic models in large economies
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+Convergence of integrated processes of arbitrary Hermite rank
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
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+Aggregation and memory of models of changing volatility
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+Publication:3557547