RCA model with quadratic GARCH innovation distribution (Q452958): Difference between revisions

@@ Property / DOI @@
-.1016/j.aml.2011.12.023
@@ Property / DOI: 10.1016/j.aml.2011.12.023 / rank @@
-Normal rank
@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q3589539
@@ Property / cites work: Q3589539 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+RCA models with correlated errors
@@ Property / cites work: RCA models with correlated errors / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic ARCH Models
@@ Property / cites work: Quadratic ARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Prediction via estimating functions
@@ Property / cites work: Prediction via estimating functions / rank @@
+Normal rank
@@ Property / cites work @@
+Random coefficient autoregression, regime switching and long memory
+Normal rank
@@ Property / cites work @@
+Random coefficient GARCH models
@@ Property / cites work: Random coefficient GARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+RCA models with GARCH innovations
@@ Property / cites work: RCA models with GARCH innovations / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear time series model and estimation of missing observations
+Normal rank
@@ Property / cites work @@
+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
+Normal rank
@@ Property / DOI @@
+.1016/J.AML.2011.12.023
@@ Property / DOI: 10.1016/J.AML.2011.12.023 / rank @@
+Normal rank