An ARCH model without intercept (Q500477): Difference between revisions

@@ Property / author @@
-Christian M. Hafner
@@ Property / author: Christian M. Hafner / rank @@
-Normal rank
@@ Property / author @@
+Christian M. Hafner
@@ Property / author: Christian M. Hafner / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6489243
@@ Property / zbMATH DE Number: 6489243 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationarity
@@ Property / zbMATH Keywords: nonstationarity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility
@@ Property / zbMATH Keywords: volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lyapunov exponent
@@ Property / zbMATH Keywords: Lyapunov exponent / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random walk
@@ Property / zbMATH Keywords: random walk / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2015.01.029
+Normal rank
@@ Property / OpenAlex ID @@
+W1965856644
@@ Property / OpenAlex ID: W1965856644 / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of Volatility Models and Their Applications
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
+Normal rank
@@ Property / cites work @@
+ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
+Normal rank
@@ Property / cites work @@
+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:500477