RCA model with quadratic GARCH innovation distribution (Q452958): Difference between revisions

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+Random coefficient autoregressive models: an introduction
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q3589539
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+Normal rank
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+Generalized autoregressive conditional heteroscedasticity
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+RCA models with correlated errors
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+Normal rank
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+Quadratic ARCH Models
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Prediction via estimating functions
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+Random coefficient autoregression, regime switching and long memory
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+Random coefficient GARCH models
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+RCA models with GARCH innovations
@@ Property / cites work: RCA models with GARCH innovations / rank @@
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+A nonlinear time series model and estimation of missing observations
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+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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