Stable GARCH models for financial time series (Q1904510): Difference between revisions

@@ Property / author @@
-Anna K. Panorska
@@ Property / author: Anna K. Panorska / rank @@
-Normal rank
@@ Property / author @@
-Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
-Normal rank
@@ Property / author @@
+Anna K. Panorska
@@ Property / author: Anna K. Panorska / rank @@
+Normal rank
@@ Property / author @@
+Stefan Mittnik
@@ Property / author: Stefan Mittnik / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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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 @@
+Modelling the persistence of conditional variances
+Normal rank
@@ Property / cites work @@
+Modeling asset returns with alternative stable distributions<sup>*</sup>
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@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
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@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
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@@ Property / cites work @@
+Convergence in distribution of products of random matrices
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0893-9659(95)00063-v
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@@ Property / OpenAlex ID @@
+W2131182437
@@ Property / OpenAlex ID: W2131182437 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1904510