ON MIXTURE MEMORY GARCH MODELS (Q5408110): 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/10.1111/jtsa.12037
+Normal rank
@@ Property / OpenAlex ID @@
+W1581900819
@@ Property / OpenAlex ID: W1581900819 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Modelling long memory and structural breaks in conditional variances: an adaptive FIGARCH approach
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Modeling and pricing long memory in stock market volatility
+Normal rank
@@ Property / cites work @@
+Non-negativity conditions for the hyperbolic GARCH model
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling volatility persistence of speculative returns: a new approach
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
+Normal rank
@@ Property / cites work @@
+ARCH-type bilinear models with double long memory.
+Normal rank
@@ Property / cites work @@
+Q3949804
@@ Property / cites work: Q3949804 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692920
@@ Property / cites work: Q4692920 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
+Normal rank
@@ Property / cites work @@
+On a logistic mixture autoregressive model
@@ Property / cites work: On a logistic mixture autoregressive model / rank @@
+Normal rank
@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
+Normal rank
@@ Property / cites work @@
+STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5408110