A FUNCTIONAL VERSION OF THE ARCH MODEL (Q2847583): Difference between revisions

@@ Property / arXiv ID @@
+.0343
@@ Property / arXiv ID: 1105.0343 / rank @@
+Normal rank
@@ Property / cites work @@
+Curve forecasting by functional autoregression
@@ Property / cites work: Curve forecasting by functional autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Weakly dependent functional data
@@ Property / cites work: Weakly dependent functional data / rank @@
+Normal rank
@@ Property / cites work @@
+Iterated Random Functions
@@ Property / cites work: Iterated Random Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Functional modelling of volatility in the Swedish limit order book
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
+Normal rank
@@ Property / cites work @@
+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
+Normal rank
@@ Property / cites work @@
+SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
+Normal rank
@@ Property / cites work @@
+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
+Normal rank
@@ Property / cites work @@
+Functional quadratic regression
@@ Property / cites work: Functional quadratic regression / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for iterated random functions
@@ Property / cites work: Limit theorems for iterated random functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate GARCH Models
@@ Property / cites work: Multivariate GARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+Microstructure noise in the continuous case: the pre-averaging approach
+Normal rank
@@ Property / OpenAlex ID @@
+W2141506392
@@ Property / OpenAlex ID: W2141506392 / rank @@
+Normal rank