Modeling the changing asymmetry of conditional variances (Q1351734): Difference between revisions

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+https://doi.org/10.1016/0165-1765(95)00736-9
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+W2044762510
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
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+Publication:1351734