Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (Q2486212): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.matcom.2005.02.018
+Normal rank
@@ Property / OpenAlex ID @@
+W1974850841
@@ Property / OpenAlex ID: W1974850841 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
+Normal rank
@@ Property / cites work @@
+Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+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
+Normal rank
@@ Property / cites work @@
+Stationarity and the existence of moments of a family of GARCH processes.
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+On a multivariate conditional heteroscedastic model
+Normal rank