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

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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+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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+Stationarity and the existence of moments of a family of GARCH processes.
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Testing for a unit root in time series regression
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+On a multivariate conditional heteroscedastic model
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