Properties of moments of a family of GARCH processes (Q1302764): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Q3368225
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+Varieties of long memory models
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Quadratic ARCH Models
@@ Property / cites work: Quadratic ARCH Models / rank @@
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+Q5445942
@@ Property / cites work: Q5445942 / rank @@
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+Moving average conditional heteroskedastic processes
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+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
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+https://doi.org/10.1016/s0304-4076(98)00089-x
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+W2067385432
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+Publication:1302764