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 / author @@
+D. Rodríguez-Gómez
@@ Property / author: D. Rodríguez-Gómez / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6083651
@@ Property / zbMATH DE Number: 6083651 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fat tailed innovation distribution
@@ Property / zbMATH Keywords: fat tailed innovation distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+GARCH model
@@ Property / zbMATH Keywords: GARCH model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kurtosis
@@ Property / zbMATH Keywords: kurtosis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random coefficient autoregressive model
@@ Property / zbMATH Keywords: random coefficient autoregressive model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance
@@ Property / zbMATH Keywords: variance / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.aml.2011.12.023
+Normal rank
@@ Property / OpenAlex ID @@
+W2043800862
@@ Property / OpenAlex ID: W2043800862 / 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
@@ links / mardi / name / links / mardi / name @@
+Publication:452958