Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020): Difference between revisions

@@ Property / author @@
-Alistair I. Mees
@@ Property / author: Alistair I. Mees / rank @@
-Normal rank
@@ Property / author @@
+Alistair I. Mees
@@ Property / author: Alistair I. Mees / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+On selecting models for nonlinear time series
@@ Property / cites work: On selecting models for nonlinear time series / rank @@
+Normal rank
@@ Property / cites work @@
+Embedding as a modeling problem
@@ Property / cites work: Embedding as a modeling problem / rank @@
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@@ Property / cites work @@
+Q4217908
@@ Property / cites work: Q4217908 / rank @@
+Normal rank
@@ Property / cites work @@
+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
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@@ Property / cites work @@
+Nonlinear modelling and forecasting of S\& P 500 volatility
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-4754(01)00411-6
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@@ Property / OpenAlex ID @@
+W2029450437
@@ Property / OpenAlex ID: W2029450437 / rank @@
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+Publication:1614020