Stable GARCH models for financial time series (Q1904510): 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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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Modelling the persistence of conditional variances
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+Strict stationarity of generalized autoregressive processes
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+Stationarity of GARCH processes and of some nonnegative time series
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+Convergence in distribution of products of random matrices
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0893-9659(95)00063-v
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+W2131182437
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