Self-weighted recursive estimation of GARCH models (Q4563409): Difference between revisions

@@ Property / author @@
-Radek Hendrych
@@ Property / author: Radek Hendrych / rank @@
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@@ Property / author @@
+Radek Hendrych
@@ Property / author: Radek Hendrych / rank @@
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@@ Property / describes a project that uses @@
+tseries
@@ Property / describes a project that uses: tseries / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/03610918.2015.1053924
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+W2566645609
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@@ Property / cites work @@
+Recursive Estimation of GARCH Models
@@ Property / cites work: Recursive Estimation of GARCH Models / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Statistics of financial markets. An introduction.
@@ Property / cites work: Statistics of financial markets. An introduction. / rank @@
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@@ Property / cites work @@
+Real time estimation of stochastic volatility processes
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@@ Property / cites work @@
+Q4724470
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+Q3342413
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+Q3993512
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+Q2902624
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