Quasi-maximum likelihood estimation of GARCH models in the presence of missing values (Q5107326): Difference between revisions

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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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+Q4139463
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+Time series: Theory and methods
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+A new nonlinear formulation for GARCH models
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+Least squares estimation of ARCH models with missing observations
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+Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches
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+A computationally efficient method for vector autoregression with mixed frequency data
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+Analysis of Financial Time Series
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+Q4450671
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