Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996): Difference between revisions

@@ Property / DOI @@
-.1016/j.jspi.2012.04.004
@@ Property / DOI: 10.1016/j.jspi.2012.04.004 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2012.04.004
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@@ Property / OpenAlex ID @@
+W2072097584
@@ Property / OpenAlex ID: W2072097584 / rank @@
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@@ Property / cites work @@
+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
+Normal rank
@@ Property / cites work @@
+The efficiency of the estimators of the parameters in GARCH processes.
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@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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@@ Property / cites work @@
+Modeling and pricing long memory in stock market volatility
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@@ Property / cites work @@
+On the existence of some ARCH\((\infty)\)processes
+Normal rank
@@ Property / cites work @@
+Estimating Long Memory in Volatility
@@ Property / cites work: Estimating Long Memory in Volatility / rank @@
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@@ Property / cites work @@
+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
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@@ Property / DOI @@
+.1016/J.JSPI.2012.04.004
@@ Property / DOI: 10.1016/J.JSPI.2012.04.004 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:452996