Random coefficient GARCH models (Q814261): Difference between revisions

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-.1016/j.mcm.2004.02.032
@@ Property / DOI: 10.1016/j.mcm.2004.02.032 / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2004.02.032
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+W2056414233
@@ Property / OpenAlex ID: W2056414233 / rank @@
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@@ Property / cites work @@
+Q3908728
@@ Property / cites work: Q3908728 / rank @@
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@@ Property / cites work @@
+Modeling volatility persistence of speculative returns: a new approach
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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+Properties of moments of a family of GARCH processes
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@@ Property / cites work @@
+ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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@@ Property / cites work @@
+Prediction via estimating functions
@@ Property / cites work: Prediction via estimating functions / rank @@
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+A nonlinear time series model and estimation of missing observations
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+TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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+Kurtosis of GARCH and stochastic volatility models with non-normal innovations
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+Random coefficient autoregression, regime switching and long memory
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@@ Property / cites work @@
+A note on filtering for long memory processes
@@ Property / cites work: A note on filtering for long memory processes / rank @@
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@@ Property / DOI @@
+.1016/J.MCM.2004.02.032
@@ Property / DOI: 10.1016/J.MCM.2004.02.032 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:814261