Non‐linear GARCH models for highly persistent volatility (Q5703229): Difference between revisions

@@ Property / DOI @@
-.1111/j.1368-423X.2005.00163.x
@@ Property / DOI: 10.1111/j.1368-423X.2005.00163.x / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / Wikidata QID @@
+Q56385113
@@ Property / Wikidata QID: Q56385113 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
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@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
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@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
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@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2005.00163.x
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@@ Property / OpenAlex ID @@
+W3122299859
@@ Property / OpenAlex ID: W3122299859 / rank @@
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@@ Property / DOI @@
+.1111/J.1368-423X.2005.00163.X
@@ Property / DOI: 10.1111/J.1368-423X.2005.00163.X / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5703229